-97.7%
GEMG vs SPY
+13.2%
-110.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | +1.1% |
| 7D | -18.3% | -2.0% | -16.3% | -6.3% |
| 30D | +6.0% | -1.7% | +7.7% | +23.0% |
| 3M | -19.5% | +4.7% | -24.2% | -36.0% |
| 6M | -86.9% | +12.5% | -99.4% | -92.7% |
| YTD | -91.2% | +11.7% | -102.9% | -94.9% |
| All | -97.7% | +13.2% | -110.9% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling