+40.0%
GCMG vs SPY
+81.0%
-41.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -5.8% | -1.4% | -4.5% | -4.9% |
| 3M | +15.0% | +3.7% | +11.3% | +12.3% |
| 6M | +17.3% | +13.0% | +4.3% | +8.3% |
| YTD | +17.5% | +12.4% | +5.1% | +9.0% |
| 1Y | +5.5% | +18.5% | -13.0% | -5.5% |
| 3Y | +85.2% | +77.6% | +7.6% | +25.7% |
| 5Y | +40.0% | +81.7% | -41.7% | -9.8% |
| All | +40.0% | +81.0% | -41.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling