+81.6%
GM vs SPY
+79.8%
+1.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.5% |
| 7D | -1.1% | -2.0% | +0.9% | +1.3% |
| 30D | -3.4% | -1.7% | -1.8% | -1.5% |
| 3M | +8.7% | +4.7% | +4.0% | +2.9% |
| 6M | +15.4% | +12.5% | +2.9% | +0.6% |
| YTD | +6.6% | +11.7% | -5.1% | -6.2% |
| 1Y | +51.5% | +17.5% | +34.0% | +25.5% |
| 3Y | +169.3% | +76.6% | +92.8% | +31.5% |
| 5Y | +81.6% | +82.0% | -0.5% | -11.7% |
| All | +81.6% | +79.8% | +1.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling