+564.9%
SPYG vs GPC
+1,546.5%
-981.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +0.4% | +1.2% | -0.8% | -0.2% |
| 30D | -0.4% | +6.0% | -6.4% | -3.1% |
| 3M | +0.5% | +42.6% | -42.1% | -15.6% |
| 6M | +17.5% | +22.8% | -5.3% | +5.1% |
| YTD | +14.3% | +15.5% | -1.1% | +3.9% |
| 1Y | +21.7% | +2.0% | +19.7% | +16.8% |
| 3Y | +98.6% | -1.4% | +100.0% | +84.4% |
| 5Y | +85.1% | +30.6% | +54.5% | +46.9% |
| 10Y | +412.0% | +80.6% | +331.4% | +215.7% |
| All | +564.9% | +1,546.5% | -981.7% | +23.2% |
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