-99.6%
GMM vs SPY
+81.9%
-181.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -39.0% | -3.7% | -35.3% | -35.3% |
| 3M | -64.6% | -2.7% | -61.9% | -63.0% |
| 6M | -98.2% | +2.2% | -100.4% | -98.3% |
| YTD | -98.2% | +10.8% | -109.1% | -98.5% |
| 1Y | -98.9% | +11.2% | -110.1% | -99.0% |
| 3Y | -99.8% | +76.5% | -176.3% | -99.9% |
| All | -99.6% | +81.9% | -181.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling