+238.7%
GM vs SPY
+747.7%
-509.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | +0.4% | +0.5% | -0.2% | -0.3% |
| 30D | -1.8% | -0.9% | -0.9% | -0.7% |
| 3M | +2.6% | +3.9% | -1.3% | -2.1% |
| 6M | +14.6% | +14.5% | 0.0% | -2.8% |
| YTD | +6.2% | +12.9% | -6.7% | -8.3% |
| 1Y | +48.7% | +19.4% | +29.3% | +19.8% |
| 3Y | +168.3% | +78.5% | +89.9% | +29.4% |
| 5Y | +82.8% | +81.8% | +1.0% | -12.1% |
| 10Y | +226.2% | +311.5% | -85.3% | -41.7% |
| All | +238.7% | +747.7% | -509.0% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling