+45.3%
GMED vs SPY
+77.0%
-31.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | -5.2% | -0.8% | -4.5% | -4.6% |
| 30D | -13.4% | -1.1% | -12.3% | -12.6% |
| 3M | -7.9% | +3.9% | -11.7% | -11.2% |
| 6M | -14.9% | +13.6% | -28.5% | -24.9% |
| YTD | -15.0% | +12.7% | -27.7% | -24.5% |
| 1Y | +24.4% | +17.5% | +6.9% | +6.4% |
| 3Y | +45.3% | +76.9% | -31.6% | -17.3% |
| All | +45.3% | +77.0% | -31.7% | -17.3% |
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