+73.4%
GCMG vs SPY
+215.6%
-142.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | +27.0% | +2.0% | +25.0% | +26.0% |
| 6M | +16.0% | +13.0% | +3.0% | +10.7% |
| YTD | +20.9% | +13.5% | +7.3% | +15.1% |
| 1Y | +8.7% | +20.0% | -11.2% | +1.4% |
| 3Y | +93.2% | +77.2% | +16.0% | +56.9% |
| 5Y | +46.6% | +81.9% | -35.3% | +15.8% |
| All | +73.4% | +215.6% | -142.2% | +32.3% |
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