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  • GEMG vs SPY✓SelectedUSD · SPYGEMG vs SPY performance historyLatest closeAs of-0.35%09/08
Stock and ETF performance explorer

GEMG vs SPY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-97.3%
SPY return
+14.4%
Excess return
-111.8%
Maximum drawdown
-98.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSPYExcessAlpha
1D-0.3%-0.5%+0.2%+3.3%
7D+24.0%+0.5%+23.4%+21.3%
30D+18.9%-0.9%+19.8%+31.0%
3M-26.3%+3.9%-30.2%-38.1%
6M-83.9%+14.5%-98.4%-92.1%
YTD-89.9%+12.9%-102.9%-94.6%
All-97.3%+14.4%-111.8%-98.5%

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