+22.4%
GAEM vs SPY
+46.1%
-23.8%
-3.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +0.1% | -0.9% | +1.0% | +0.2% |
| 3M | +1.5% | +3.9% | -2.4% | +0.7% |
| 6M | +4.4% | +14.5% | -10.1% | +1.6% |
| YTD | +4.7% | +12.9% | -8.2% | +2.2% |
| 1Y | +7.6% | +19.4% | -11.8% | +3.9% |
| All | +22.4% | +46.1% | -23.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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