+308.8%
SPOT vs GPC
+82.3%
+226.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -3.0% | -2.1% | -0.9% | -2.5% |
| 30D | +15.2% | -4.5% | +19.7% | +16.4% |
| 3M | +21.6% | -7.7% | +29.3% | +23.7% |
| 6M | +45.2% | +24.3% | +20.9% | +37.6% |
| YTD | +4.9% | +3.5% | +1.4% | +2.7% |
| 1Y | -4.8% | +0.7% | -5.5% | -6.3% |
| 3Y | +256.3% | 0.0% | +256.3% | +240.2% |
| 5Y | +120.2% | +5.8% | +114.3% | +106.8% |
| All | +308.8% | +82.3% | +226.4% | +236.0% |
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