+3,094.0%
SPY vs GPC
+1,666.4%
+1,427.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +0.1% | +6.0% | -5.9% | -2.6% |
| 3M | +2.0% | +42.6% | -40.6% | -14.4% |
| 6M | +13.0% | +22.8% | -9.7% | +1.1% |
| YTD | +13.5% | +15.5% | -1.9% | +3.3% |
| 1Y | +20.0% | +2.0% | +17.9% | +15.3% |
| 3Y | +77.2% | -1.4% | +78.6% | +65.3% |
| 5Y | +81.9% | +30.6% | +51.3% | +45.3% |
| 10Y | +314.1% | +80.6% | +233.4% | +161.0% |
| All | +3,094.0% | +1,666.4% | +1,427.6% | +590.9% |
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