+77.2%
SPYM vs GPN
-27.6%
+104.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | -4.6% | +3.8% | +0.1% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +3.9% | +35.4% | -31.6% | -3.0% |
| 6M | +13.6% | +21.7% | -8.0% | +8.1% |
| YTD | +12.7% | +14.9% | -2.2% | +8.3% |
| 1Y | +17.6% | +3.2% | +14.4% | +15.6% |
| 3Y | +77.2% | -27.1% | +104.4% | +86.8% |
| All | +77.2% | -27.6% | +104.8% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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