+533.7%
SPYG vs GPC
+1,364.8%
-831.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.1% |
| 7D | +4.2% | -1.3% | +5.5% | +4.8% |
| 30D | -7.4% | -6.0% | -1.4% | -5.1% |
| 3M | -5.3% | -7.6% | +2.3% | -2.4% |
| 6M | -1.2% | +24.2% | -25.4% | -12.3% |
| YTD | +9.0% | +2.7% | +6.3% | +3.9% |
| 1Y | +8.8% | +0.2% | +8.6% | +4.8% |
| 3Y | +92.8% | -0.8% | +93.5% | +77.4% |
| 5Y | +69.3% | +4.4% | +64.8% | +49.2% |
| 10Y | +398.4% | +74.5% | +323.9% | +208.3% |
| All | +533.7% | +1,364.8% | -831.1% | +23.3% |
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 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