| Metric | SPY | GPAAX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 17.87% | 11.0% |
| CAGR﹪ | 18.02% | 11.09% |
| Sharpe | 1.04 | 0.88 |
| Prob. Sharpe Ratio | 84.73% | 80.4% |
| Smart Sharpe | 1.01 | 0.84 |
| Sortino | 1.51 | 1.2 |
| Smart Sortino | 1.47 | 1.16 |
| Sortino/√2 | 1.07 | 0.85 |
| Smart Sortino/√2 | 1.04 | 0.82 |
| Omega | 1.25 | 1.26 |
| Max Drawdown | -8.88% | -6.09% |
| Max DD Date | 2026-03-30 | 2026-03-23 |
| Max DD Period Start | 2026-01-28 | 2026-03-02 |
| Max DD Period End | 2026-04-13 | 2026-09-08 |
| Longest DD Days | 76 | 191 |
| Volatility (ann.) | 12.99% | 7.83% |
| R^2 | 0.18 | 0.18 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 2.03 | 1.82 |
| Skew | -0.15 | -0.63 |
| Kurtosis | 1.05 | 2.1 |
| Ulcer Performance Index | 8.3 | 4.03 |
| Risk-Adjusted Return | 18.02% | 11.8% |
| Risk-Return Ratio | 0.08 | 0.09 |
| Avg. Return | 0.05% | 0.05% |
| Avg. Win | 0.65% | 0.41% |
| Avg. Loss | -0.7% | -0.46% |
| Win/Loss Ratio | 0.92 | 0.88 |
| Profit Ratio | 0.94 | 0.52 |
| Expected Daily | 0.07% | 0.04% |
| Expected Monthly | 1.27% | 0.81% |
| Expected Yearly | 8.57% | 5.36% |
| Kelly Criterion | 3.25% | 10.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.77% |
| Expected Shortfall (cVaR) | -1.72% | -1.11% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.25 | 0.26 |
| Gain/Pain (1M) | 2.6 | 1.71 |
| Payoff Ratio | 0.92 | 0.88 |
| Profit Factor | 1.25 | 1.26 |
| Common Sense Ratio | 1.24 | 1.0 |
| CPC Index | 0.62 | 0.65 |
| Tail Ratio | 0.99 | 0.8 |
| Outlier Win Ratio | 2.88 | 3.48 |
| Outlier Loss Ratio | 3.19 | 2.76 |
| MTD | 1.08% | 1.92% |
| 3M | 3.82% | 3.39% |
| 6M | 19.85% | 6.18% |
| YTD | 14.3% | 8.44% |
| 1Y | 17.87% | 11.0% |
| 3Y (ann.) | 18.02% | 11.09% |
| 5Y (ann.) | 18.02% | 11.09% |
| 10Y (ann.) | 18.02% | 11.09% |
| All-time (ann.) | 18.02% | 11.09% |
| Best Day | 2.91% | 1.48% |
| Worst Day | -2.7% | -2.16% |
| Best Month | 10.51% | 4.89% |
| Worst Month | -4.94% | -5.1% |
| Best Year | 14.3% | 8.44% |
| Worst Year | 3.13% | 2.35% |
| Avg. Drawdown | -1.71% | -1.56% |
| Avg. Drawdown Days | 13 | 24 |
| Recovery Factor | 1.94 | 1.76 |
| Ulcer Index | 0.02 | 0.03 |
| Serenity Index | 1.16 | 0.35 |
| Avg. Up Month | 2.68% | 1.56% |
| Avg. Down Month | -2.98% | -2.98% |
| Win Days | 53.6% | 57.94% |
| Win Month | 76.92% | 76.92% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.26 |
| Alpha | - | 0.06 |
| Correlation | - | 42.76% |
| Treynor Ratio | - | 42.65% |
| Year | SPY | GPAAX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 2.35 | 0.75 | - |
| 2026 | 14.30 | 8.44 | 0.59 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-09-08 | -6.09 | 191 |
| 2025-10-21 | 2025-12-24 | -3.32 | 65 |
| 2026-01-30 | 2026-02-24 | -2.90 | 26 |
| 2026-01-07 | 2026-01-09 | -1.47 | 3 |
| 2025-10-09 | 2025-10-14 | -1.46 | 6 |
| 2025-12-29 | 2026-01-02 | -1.14 | 5 |
| 2026-01-16 | 2026-01-21 | -1.03 | 6 |
| 2025-10-17 | 2025-10-17 | -1.02 | 1 |
| 2025-09-24 | 2025-09-29 | -0.70 | 6 |
| 2026-09-16 | 2026-09-17 | -0.41 | 2 |