+229.5%
GM vs SPG
+135.6%
+93.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.2% | +2.0% | -2.2% | -1.1% |
| 30D | +3.6% | +17.2% | -13.7% | -4.4% |
| 3M | -0.2% | +6.3% | -6.6% | -3.3% |
| 6M | +13.9% | +18.7% | -4.8% | +4.0% |
| YTD | +6.5% | +30.1% | -23.6% | -7.4% |
| 1Y | +20.7% | +32.8% | -12.1% | +3.8% |
| 3Y | +229.5% | +133.6% | +95.9% | +87.7% |
| All | +229.5% | +135.6% | +93.9% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling