+227.8%
GM vs SPMO
+566.1%
-338.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.0% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | -1.1% | -1.9% | +0.8% | +0.1% |
| 3M | +6.1% | -1.4% | +7.5% | +5.5% |
| 6M | +15.0% | +25.5% | -10.5% | -6.6% |
| YTD | +6.0% | +24.8% | -18.9% | -13.6% |
| 1Y | +47.1% | +24.5% | +22.6% | +19.7% |
| 3Y | +170.5% | +157.1% | +13.4% | +15.2% |
| 5Y | +80.5% | +149.5% | -69.0% | -20.2% |
| 10Y | +238.7% | +518.1% | -279.4% | -14.0% |
| All | +227.8% | +566.1% | -338.3% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling