-7.4%
GEM vs SPY
+3.7%
-11.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +0.4% |
| 7D | +1.0% | -0.9% | +1.9% | +2.5% |
| 30D | -5.8% | -2.4% | -3.4% | -1.9% |
| 3M | -5.0% | -1.2% | -3.9% | -3.1% |
| 6M | -7.4% | +3.3% | -10.7% | -12.7% |
| All | -7.4% | +3.7% | -11.1% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling