+148.2%
GEM vs SPY
+382.7%
-234.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.4% |
| 7D | +1.0% | -0.9% | +1.9% | +1.9% |
| 30D | -5.8% | -2.4% | -3.4% | -3.8% |
| 3M | -5.0% | -1.2% | -3.9% | -4.0% |
| 6M | -7.4% | +3.3% | -10.7% | -9.3% |
| YTD | +14.3% | +12.3% | +2.0% | +5.1% |
| 1Y | +14.6% | +12.4% | +2.2% | +5.3% |
| 3Y | +73.4% | +78.8% | -5.4% | +9.5% |
| 5Y | +40.9% | +75.2% | -34.3% | -10.5% |
| 10Y | +125.2% | +311.1% | -185.9% | -36.8% |
| All | +148.2% | +382.7% | -234.6% | -39.5% |
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