+18.6%
GAEM vs SPY
+45.3%
-26.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | +0.1% | -2.4% | +2.4% | +0.5% |
| 3M | -2.9% | -1.2% | -1.8% | -2.7% |
| 6M | -1.3% | +3.3% | -4.6% | -2.0% |
| YTD | +1.5% | +12.3% | -10.8% | -0.9% |
| 1Y | +2.3% | +12.4% | -10.1% | -0.2% |
| All | +18.6% | +45.3% | -26.7% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling