+2,174.1%
GAM vs SPY
+3,091.8%
-917.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +4.1% | +2.0% | +2.1% | +2.5% |
| 6M | +8.1% | +13.0% | -4.9% | -1.7% |
| YTD | +13.2% | +13.5% | -0.3% | +2.6% |
| 1Y | +22.8% | +20.0% | +2.9% | +6.6% |
| 3Y | +106.2% | +77.2% | +29.0% | +31.8% |
| 5Y | +113.2% | +81.9% | +31.4% | +33.6% |
| 10Y | +264.8% | +314.1% | -49.3% | +23.6% |
| All | +2,174.1% | +3,091.8% | -917.7% | +98.7% |
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