-100.0%
GMEX vs SPY
+14.6%
-114.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.7% | -15.3% | -20.1% |
| 7D | -39.7% | -0.7% | -39.0% | -39.0% |
| 30D | -78.0% | -1.0% | -77.0% | -77.0% |
| 3M | -95.8% | -0.3% | -95.5% | -95.8% |
| 6M | -99.7% | +7.3% | -107.0% | -99.8% |
| YTD | -99.8% | +13.3% | -113.1% | -99.9% |
| 1Y | -100.0% | +14.8% | -114.8% | -100.0% |
| All | -100.0% | +14.6% | -114.6% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling