+51.6%
GEM vs SPY
+81.0%
-29.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +2.0% | -0.4% | +2.3% | +2.2% |
| 30D | +4.7% | -1.4% | +6.1% | +5.8% |
| 3M | +4.9% | +3.7% | +1.2% | +2.4% |
| 6M | +18.0% | +13.0% | +5.0% | +8.9% |
| YTD | +25.6% | +12.4% | +13.2% | +16.4% |
| 1Y | +36.0% | +18.5% | +17.5% | +21.9% |
| 3Y | +90.0% | +77.6% | +12.3% | +30.6% |
| 5Y | +51.6% | +81.7% | -30.0% | +2.1% |
| All | +51.6% | +81.0% | -29.3% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling