+69.2%
SPYG vs GPC
+7.2%
+62.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -9.2% | -1.8% | -7.3% | -8.9% |
| 3M | -6.8% | -6.6% | -0.2% | -5.5% |
| 6M | -2.6% | +21.3% | -23.9% | -8.4% |
| YTD | +7.5% | +4.3% | +3.2% | +4.1% |
| 1Y | +6.7% | +3.3% | +3.4% | +3.5% |
| 3Y | +90.1% | +0.8% | +89.3% | +76.7% |
| 5Y | +69.2% | +7.4% | +61.8% | +40.0% |
| All | +69.2% | +7.2% | +62.0% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling