+84.6%
SPYG vs GPC
+29.0%
+55.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -1.6% | -0.4% | -1.2% | -1.5% |
| 3M | +3.4% | +39.2% | -35.8% | -6.0% |
| 6M | +18.9% | +18.2% | +0.7% | +12.9% |
| YTD | +13.8% | +12.1% | +1.7% | +8.5% |
| 1Y | +20.6% | -0.7% | +21.3% | +19.2% |
| 3Y | +100.5% | -1.7% | +102.2% | +91.9% |
| 5Y | +84.6% | +29.3% | +55.3% | +44.7% |
| All | +84.6% | +29.0% | +55.6% | +44.7% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling