-97.3%
GEMG vs SPY
+14.4%
-111.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 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