+100.5%
GD vs SPMO
+114.1%
-13.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +2.7% | +6.3% | -3.7% | +0.5% |
| 30D | +8.6% | -8.9% | +17.5% | +11.8% |
| 3M | -7.1% | -13.2% | +6.2% | -2.8% |
| 6M | +7.5% | -9.3% | +16.7% | +8.9% |
| YTD | +9.9% | +11.6% | -1.6% | +0.8% |
| 1Y | +7.6% | +13.4% | -5.8% | -2.2% |
| 3Y | +56.2% | +122.9% | -66.7% | -4.4% |
| All | +100.5% | +114.1% | -13.5% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling