-26.7%
GMAB vs SPY
+79.8%
-106.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | -6.3% | -2.0% | -4.4% | -5.0% |
| 30D | +4.5% | -1.7% | +6.1% | +5.7% |
| 3M | +31.6% | +4.7% | +26.9% | +27.2% |
| 6M | +15.3% | +12.5% | +2.8% | +5.9% |
| YTD | +4.6% | +11.7% | -7.1% | -3.3% |
| 1Y | +16.2% | +17.5% | -1.3% | +3.7% |
| 3Y | -14.7% | +76.6% | -91.3% | -44.4% |
| 5Y | -26.7% | +82.0% | -108.7% | -53.2% |
| All | -26.7% | +79.8% | -106.5% | -53.2% |
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