+98.8%
SPYG vs GPC
-1.1%
+99.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -0.4% | +6.0% | -6.4% | -1.1% |
| 3M | +0.5% | +42.6% | -42.1% | -4.3% |
| 6M | +17.5% | +22.8% | -5.3% | +13.9% |
| YTD | +14.3% | +15.5% | -1.1% | +11.2% |
| 1Y | +21.7% | +2.0% | +19.7% | +20.7% |
| All | +98.8% | -1.1% | +99.9% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling