+40.3%
GMAR vs SPY
+77.0%
-36.7%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | -0.1% | -0.8% | +0.6% | +0.2% |
| 30D | +0.4% | -1.1% | +1.4% | +0.8% |
| 3M | +2.6% | +3.9% | -1.3% | +0.9% |
| 6M | +8.9% | +13.6% | -4.7% | +3.0% |
| YTD | +10.1% | +12.7% | -2.6% | +4.5% |
| 1Y | +12.7% | +17.5% | -4.8% | +4.9% |
| 3Y | +40.3% | +76.9% | -36.6% | +8.3% |
| All | +40.3% | +77.0% | -36.7% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling