+173.5%
GEM vs SPY
+388.1%
-214.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +4.3% | +0.1% | +4.3% | +4.3% |
| 3M | -0.1% | +2.0% | -2.1% | -1.4% |
| 6M | +17.0% | +13.0% | +3.9% | +6.7% |
| YTD | +26.0% | +13.5% | +12.4% | +14.6% |
| 1Y | +39.7% | +20.0% | +19.7% | +21.7% |
| 3Y | +87.2% | +77.2% | +10.0% | +18.7% |
| 5Y | +50.6% | +81.9% | -31.3% | -7.6% |
| 10Y | +131.6% | +314.1% | -182.5% | -35.4% |
| All | +173.5% | +388.1% | -214.7% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling