+444.9%
GMED vs SPY
+597.3%
-152.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -5.8% | -2.0% | -3.9% | -4.1% |
| 30D | -13.6% | -1.7% | -12.0% | -12.3% |
| 3M | -9.0% | +4.7% | -13.8% | -13.0% |
| 6M | -15.1% | +12.5% | -27.6% | -24.0% |
| YTD | -15.7% | +11.7% | -27.5% | -24.1% |
| 1Y | +25.9% | +17.5% | +8.4% | +8.5% |
| 3Y | +44.7% | +76.6% | -31.9% | -13.6% |
| 5Y | -9.7% | +82.0% | -91.7% | -47.3% |
| 10Y | +221.4% | +317.1% | -95.8% | -10.8% |
| All | +444.9% | +597.3% | -152.4% | -7.8% |
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