-0.9%
GD vs SPMO
+25.8%
-26.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -1.7% |
| 7D | -5.3% | +2.0% | -7.3% | -5.2% |
| 30D | -6.4% | -0.4% | -6.1% | -6.4% |
| 3M | +5.7% | -1.9% | +7.6% | +4.1% |
| 6M | -0.9% | +25.0% | -26.0% | -7.2% |
| All | -0.9% | +25.8% | -26.8% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling