+8.7%
GEMD vs SPY
+86.1%
-77.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +0.3% | +0.5% | -0.3% | +0.1% |
| 30D | -0.6% | -0.9% | +0.3% | -0.3% |
| 3M | -0.2% | +3.9% | -4.1% | -1.4% |
| 6M | +0.7% | +14.5% | -13.8% | -3.6% |
| YTD | +1.0% | +12.9% | -11.9% | -3.0% |
| 1Y | +4.5% | +19.4% | -14.8% | -1.4% |
| 3Y | +26.4% | +78.5% | -52.0% | +2.3% |
| All | +8.7% | +86.1% | -77.4% | -15.2% |
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