-99.6%
GMM vs SPY
+82.9%
-182.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.0% |
| 7D | -1.0% | +2.6% | -3.6% | -5.2% |
| 30D | -26.1% | -2.0% | -24.1% | -24.1% |
| 3M | -64.8% | -2.8% | -62.0% | -63.3% |
| 6M | -98.4% | +2.1% | -100.6% | -98.5% |
| YTD | -98.3% | +11.5% | -109.8% | -98.5% |
| 1Y | -98.8% | +13.5% | -112.2% | -99.0% |
| 3Y | -99.8% | +77.7% | -177.5% | -99.9% |
| All | -99.6% | +82.9% | -182.5% | -99.7% |
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