+128.3%
GEM vs SPY
+318.9%
-190.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | -0.8% | -2.0% | +1.2% | +0.8% |
| 30D | +2.1% | -1.7% | +3.8% | +3.5% |
| 3M | +4.1% | +4.7% | -0.7% | +0.6% |
| 6M | +15.1% | +12.5% | +2.5% | +5.6% |
| YTD | +23.0% | +11.7% | +11.2% | +13.5% |
| 1Y | +32.0% | +17.5% | +14.5% | +17.3% |
| 3Y | +86.0% | +76.6% | +9.4% | +19.7% |
| 5Y | +48.1% | +82.0% | -34.0% | -8.1% |
| All | +128.3% | +318.9% | -190.6% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling