+93.8%
GD vs SPMO
+101.1%
-7.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -5.0% | -8.7% | +3.7% | -2.1% |
| 30D | +8.9% | -18.7% | +27.6% | +16.7% |
| 3M | -8.0% | -16.4% | +8.4% | -2.7% |
| 6M | +2.9% | -11.9% | +14.8% | +4.9% |
| YTD | +7.1% | +4.9% | +2.2% | +0.3% |
| 1Y | +5.9% | +6.2% | -0.3% | -1.4% |
| 3Y | +53.9% | +115.1% | -61.3% | -5.4% |
| All | +93.8% | +101.1% | -7.3% | +21.4% |
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