+170.5%
GM vs SPXU
-79.9%
+250.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.4% |
| 7D | -2.4% | +2.5% | -4.9% | -1.6% |
| 30D | -1.1% | +4.2% | -5.3% | +0.3% |
| 3M | +6.1% | -9.3% | +15.4% | +3.5% |
| 6M | +15.0% | -30.7% | +45.7% | +4.3% |
| YTD | +6.0% | -28.1% | +34.1% | -2.2% |
| 1Y | +47.1% | -35.2% | +82.3% | +32.3% |
| 3Y | +170.5% | -79.9% | +250.4% | +83.4% |
| All | +170.5% | -79.9% | +250.4% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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