+116.1%
GMAB vs SPY
+322.5%
-206.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.1% |
| 7D | -3.4% | -0.8% | -2.6% | -2.8% |
| 30D | +3.3% | -1.1% | +4.4% | +4.2% |
| 3M | +28.6% | +3.9% | +24.8% | +24.8% |
| 6M | +18.6% | +13.6% | +5.0% | +7.4% |
| YTD | +5.4% | +12.7% | -7.3% | -3.8% |
| 1Y | +13.5% | +17.5% | -4.0% | +0.2% |
| 3Y | -13.4% | +76.9% | -90.3% | -45.1% |
| 5Y | -26.2% | +83.6% | -109.8% | -55.0% |
| All | +116.1% | +322.5% | -206.4% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling