-98.0%
GMM vs SPY
+21.3%
-119.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -5.8% |
| 7D | -20.7% | +0.3% | -20.9% | -21.0% |
| 30D | -25.1% | +0.2% | -25.3% | -25.3% |
| 3M | -65.6% | +2.8% | -68.4% | -66.2% |
| 6M | -96.3% | +14.3% | -110.6% | -96.6% |
| YTD | -96.4% | +14.0% | -110.3% | -96.5% |
| All | -98.0% | +21.3% | -119.3% | -98.3% |
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 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