-97.6%
GEMG vs SPY
+14.2%
-111.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | -3.0% |
| 7D | -10.3% | -0.8% | -9.5% | -5.3% |
| 30D | +3.0% | -1.1% | +4.0% | +14.6% |
| 3M | -26.8% | +3.9% | -30.7% | -38.8% |
| 6M | -84.5% | +13.6% | -98.2% | -91.9% |
| YTD | -90.9% | +12.7% | -103.6% | -95.0% |
| All | -97.6% | +14.2% | -111.8% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling