+422.1%
SPYG vs GPC
+83.6%
+338.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | -1.7% | +1.3% | -3.0% | -2.2% |
| 3M | +3.6% | +37.1% | -33.5% | -7.4% |
| 6M | +16.6% | +23.2% | -6.6% | +7.7% |
| YTD | +13.4% | +13.1% | +0.3% | +6.7% |
| 1Y | +19.6% | +0.9% | +18.7% | +16.9% |
| 3Y | +99.8% | -0.8% | +100.6% | +89.5% |
| 5Y | +85.0% | +31.1% | +53.8% | +55.8% |
| 10Y | +422.1% | +87.4% | +334.7% | +267.0% |
| All | +422.1% | +83.6% | +338.5% | +267.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling