+142.8%
GEM vs SPY
+379.3%
-236.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +2.4% | +2.6% | -0.2% | +0.3% |
| 30D | -5.6% | -2.0% | -3.6% | -3.9% |
| 3M | -8.7% | -2.8% | -6.0% | -6.4% |
| 6M | -8.6% | +2.1% | -10.8% | -9.7% |
| YTD | +11.9% | +11.5% | +0.4% | +3.5% |
| 1Y | +13.4% | +13.5% | 0.0% | +3.5% |
| 3Y | +69.6% | +77.7% | -8.1% | +7.6% |
| 5Y | +37.6% | +72.6% | -35.0% | -11.5% |
| 10Y | +120.3% | +308.2% | -187.8% | -37.8% |
| All | +142.8% | +379.3% | -236.5% | -40.5% |
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