+2,070.8%
GAM vs SPY
+2,954.7%
-884.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.0% |
| 7D | -0.7% | -2.7% | +2.0% | +1.4% |
| 30D | -1.0% | -5.4% | +4.4% | +3.3% |
| 3M | -4.8% | -4.1% | -0.8% | -1.7% |
| 6M | -1.8% | +0.7% | -2.5% | -2.4% |
| YTD | +8.1% | +8.7% | -0.6% | +1.3% |
| 1Y | +12.7% | +10.9% | +1.8% | +3.9% |
| 3Y | +94.7% | +75.0% | +19.7% | +25.6% |
| 5Y | +98.2% | +67.8% | +30.5% | +32.0% |
| 10Y | +267.5% | +312.9% | -45.3% | +25.0% |
| All | +2,070.8% | +2,954.7% | -884.0% | +96.1% |
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