-100.0%
GMEX vs SPY
+77.4%
-177.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -0.5% | -13.9% | -13.5% |
| 7D | -25.5% | +0.5% | -26.1% | -26.2% |
| 30D | -49.0% | -0.9% | -48.0% | -47.9% |
| 3M | -92.1% | +3.9% | -96.0% | -92.6% |
| 6M | -99.4% | +14.5% | -113.9% | -99.5% |
| YTD | -99.7% | +12.9% | -112.7% | -99.8% |
| 1Y | -100.0% | +19.4% | -119.3% | -100.0% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| All | -100.0% | +77.4% | -177.4% | -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 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