+828.4%
SPYM vs GPC
+494.5%
+334.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +0.1% | +6.0% | -5.9% | -2.4% |
| 3M | +2.0% | +42.6% | -40.6% | -13.0% |
| 6M | +13.1% | +22.8% | -9.7% | +2.2% |
| YTD | +13.6% | +15.5% | -1.8% | +4.3% |
| 1Y | +20.1% | +2.0% | +18.0% | +16.0% |
| 3Y | +77.6% | -1.4% | +79.0% | +67.0% |
| 5Y | +82.5% | +30.6% | +52.0% | +48.2% |
| 10Y | +317.6% | +80.6% | +237.0% | +172.2% |
| All | +828.4% | +494.5% | +334.0% | +205.2% |
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