+251.0%
SPOT vs GPC
+99.3%
+151.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.3% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | +2.2% | +1.3% | +0.9% | +1.9% |
| 3M | +5.4% | +37.1% | -31.7% | -2.2% |
| 6M | -4.0% | +23.2% | -27.2% | -8.9% |
| YTD | -9.9% | +13.1% | -23.0% | -13.5% |
| 1Y | -27.3% | +0.9% | -28.1% | -28.3% |
| 3Y | +236.4% | -0.8% | +237.2% | +223.7% |
| 5Y | +112.6% | +31.1% | +81.5% | +90.6% |
| All | +251.0% | +99.3% | +151.7% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling