-100.0%
GMEX vs SPY
+77.1%
-177.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.9% | -8.5% | -9.2% |
| 7D | -35.0% | -0.8% | -34.2% | -34.0% |
| 30D | -58.2% | -1.1% | -57.1% | -57.2% |
| 3M | -93.5% | +3.9% | -97.4% | -93.9% |
| 6M | -99.6% | +13.6% | -113.2% | -99.7% |
| YTD | -99.8% | +12.7% | -112.5% | -99.8% |
| 1Y | -100.0% | +17.5% | -117.5% | -100.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +77.1% | -177.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling