+790.8%
GMAB vs SPY
+1,019.2%
-228.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +14.8% | +0.1% | +14.8% | +14.8% |
| 3M | +35.9% | +2.0% | +33.9% | +33.8% |
| 6M | +19.2% | +13.0% | +6.2% | +9.8% |
| YTD | +9.1% | +13.5% | -4.5% | +0.3% |
| 1Y | +22.7% | +20.0% | +2.8% | +8.7% |
| 3Y | -12.5% | +77.2% | -89.6% | -40.7% |
| 5Y | -31.0% | +81.9% | -112.9% | -54.3% |
| 10Y | +111.7% | +314.1% | -202.4% | -13.1% |
| All | +790.8% | +1,019.2% | -228.5% | +153.5% |
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