-99.2%
GMM vs SPY
+84.4%
-183.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.4% |
| 7D | -6.7% | -0.4% | -6.3% | -6.2% |
| 30D | -28.6% | -1.4% | -27.2% | -27.0% |
| 3M | -61.1% | +3.7% | -64.8% | -62.5% |
| 6M | -96.2% | +13.0% | -109.2% | -96.8% |
| YTD | -96.4% | +12.4% | -108.8% | -97.0% |
| 1Y | -98.1% | +18.5% | -116.6% | -98.5% |
| All | -99.2% | +84.4% | -183.6% | -99.4% |
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