+39.4%
GM vs SPMO
+11.0%
+28.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.5% | +4.9% |
| 7D | +12.1% | -8.9% | +20.9% | +15.0% |
| 30D | +15.2% | -13.8% | +29.0% | +20.4% |
| 3M | +4.9% | -12.5% | +17.4% | +8.9% |
| 6M | +22.6% | -1.5% | +24.1% | +17.1% |
| YTD | +14.4% | +11.3% | +3.1% | +0.3% |
| 1Y | +39.4% | +11.5% | +28.0% | +22.1% |
| All | +39.4% | +11.0% | +28.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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