+177.4%
GD vs SPMO
+455.3%
-277.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +0.1% |
| 7D | -3.0% | -1.9% | -1.1% | -2.3% |
| 30D | +9.3% | -14.1% | +23.4% | +17.3% |
| 3M | -7.2% | -13.1% | +5.9% | -1.3% |
| 6M | +5.5% | -9.4% | +14.8% | +7.9% |
| YTD | +9.5% | +9.5% | 0.0% | +0.1% |
| 1Y | +6.4% | +10.5% | -4.1% | -3.2% |
| 3Y | +59.8% | +124.4% | -64.5% | -7.9% |
| 5Y | +98.0% | +110.5% | -12.5% | +17.6% |
| 10Y | +177.4% | +450.3% | -272.9% | +0.3% |
| All | +177.4% | +455.3% | -277.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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