+264.0%
GAM vs SPY
+315.0%
-51.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +1.2% |
| 7D | +2.6% | +0.1% | +2.6% | +2.6% |
| 30D | +1.2% | -3.3% | +4.6% | +4.2% |
| 3M | -2.4% | -2.4% | 0.0% | -0.3% |
| 6M | +1.6% | +2.6% | -1.0% | -0.7% |
| YTD | +11.5% | +11.2% | +0.3% | +1.6% |
| 1Y | +16.0% | +13.4% | +2.6% | +3.9% |
| 3Y | +103.7% | +79.9% | +23.8% | +20.1% |
| 5Y | +104.0% | +72.2% | +31.8% | +24.7% |
| 10Y | +264.0% | +307.3% | -43.3% | +4.1% |
| All | +264.0% | +315.0% | -51.0% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling