-99.2%
GMM vs SPY
+85.3%
-184.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.8% |
| 7D | -14.1% | +0.5% | -14.6% | -14.9% |
| 30D | -30.2% | -0.9% | -29.3% | -29.1% |
| 3M | -54.6% | +3.9% | -58.4% | -56.3% |
| 6M | -96.3% | +14.5% | -110.8% | -97.0% |
| YTD | -96.5% | +12.9% | -109.5% | -97.1% |
| 1Y | -98.1% | +19.4% | -117.5% | -98.6% |
| All | -99.2% | +85.3% | -184.5% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling