+264.0%
SPOT vs GPC
+103.5%
+160.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.4% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +12.5% | +6.0% | +6.5% | +11.1% |
| 3M | +9.9% | +42.6% | -32.7% | +1.1% |
| 6M | +1.6% | +22.8% | -21.2% | -3.5% |
| YTD | -6.6% | +15.5% | -22.0% | -10.7% |
| 1Y | -22.9% | +2.0% | -25.0% | -24.2% |
| 3Y | +244.3% | -1.4% | +245.7% | +232.6% |
| 5Y | +117.8% | +30.6% | +87.2% | +95.4% |
| All | +264.0% | +103.5% | +160.6% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling