+238.7%
GM vs SPXU
-100.0%
+338.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.6% |
| 7D | +0.4% | -1.5% | +1.9% | -0.1% |
| 30D | -1.8% | +3.7% | -5.6% | -0.3% |
| 3M | +2.6% | -9.6% | +12.2% | -0.5% |
| 6M | +14.6% | -32.4% | +46.9% | +0.1% |
| YTD | +6.2% | -28.7% | +34.9% | -4.6% |
| 1Y | +48.7% | -38.2% | +86.9% | +27.1% |
| 3Y | +168.3% | -80.4% | +248.8% | +60.0% |
| 5Y | +82.8% | -86.0% | +168.8% | +17.1% |
| 10Y | +226.2% | -99.5% | +325.7% | -17.7% |
| All | +238.7% | -100.0% | +338.7% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling