+1,261.9%
GMAB vs SPY
+999.0%
+262.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -4.2% | +2.6% | -6.8% | -5.8% |
| 30D | +39.3% | -2.0% | +41.2% | +41.2% |
| 3M | +63.9% | -2.8% | +66.7% | +67.1% |
| 6M | +93.5% | +2.1% | +91.3% | +90.6% |
| YTD | +66.8% | +11.5% | +55.3% | +55.2% |
| 1Y | +69.9% | +13.5% | +56.4% | +56.4% |
| 3Y | +59.8% | +77.7% | -17.9% | +8.1% |
| 5Y | +18.1% | +72.6% | -54.5% | -19.0% |
| 10Y | +192.4% | +308.2% | -115.7% | +21.3% |
| All | +1,261.9% | +999.0% | +262.9% | +292.6% |
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 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