+2,956.9%
SPY vs GPC
+1,470.9%
+1,486.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -2.7% | +1.6% | -4.3% | -3.4% |
| 30D | -5.4% | -2.1% | -3.3% | -4.8% |
| 3M | -4.1% | -6.8% | +2.7% | -1.4% |
| 6M | +0.7% | +18.6% | -17.9% | -8.6% |
| YTD | +8.7% | +2.7% | +6.0% | +3.8% |
| 1Y | +10.9% | +1.8% | +9.1% | +6.2% |
| 3Y | +75.0% | +1.1% | +73.9% | +60.7% |
| 5Y | +67.8% | +4.1% | +63.7% | +49.0% |
| 10Y | +312.9% | +88.2% | +224.6% | +151.7% |
| All | +2,956.9% | +1,470.9% | +1,486.0% | +594.7% |
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