-99.0%
GMM vs SPY
+14.6%
-113.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.7% | -9.4% | -10.2% |
| 7D | -12.0% | -0.7% | -11.3% | -11.0% |
| 30D | -44.9% | -1.0% | -43.8% | -43.8% |
| 3M | -66.6% | -0.3% | -66.2% | -66.2% |
| 6M | -98.4% | +7.3% | -105.8% | -98.5% |
| YTD | -98.4% | +13.3% | -111.7% | -98.4% |
| 1Y | -99.0% | +14.8% | -113.7% | -99.0% |
| All | -99.0% | +14.6% | -113.6% | -99.0% |
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