+52.3%
GM vs SPG
+21.3%
+31.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | -1.6% | -6.8% | +5.3% | +1.3% |
| 3M | +5.7% | +2.7% | +3.0% | +3.6% |
| 6M | +12.2% | +5.5% | +6.7% | +8.6% |
| YTD | +8.4% | +15.7% | -7.3% | +1.4% |
| 1Y | +52.3% | +20.9% | +31.4% | +41.1% |
| All | +52.3% | +21.3% | +31.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling