+231.1%
GM vs SPYG
+424.6%
-193.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -2.4% | -0.9% | -1.6% | -1.7% |
| 30D | -1.1% | -1.5% | +0.4% | +0.2% |
| 3M | +6.1% | +3.7% | +2.4% | +2.3% |
| 6M | +15.0% | +16.4% | -1.5% | -0.2% |
| YTD | +6.0% | +13.3% | -7.3% | -5.8% |
| 1Y | +47.1% | +17.9% | +29.2% | +25.6% |
| 3Y | +170.5% | +98.3% | +72.2% | +36.6% |
| 5Y | +80.5% | +86.4% | -5.9% | -3.4% |
| All | +231.1% | +424.6% | -193.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling