+35.8%
GMOV vs SPY
+33.4%
+2.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -2.1% | -2.0% | -0.1% | -0.8% |
| 30D | +0.6% | -1.7% | +2.2% | +1.7% |
| 3M | +9.2% | +4.7% | +4.4% | +5.7% |
| 6M | +16.5% | +12.5% | +4.0% | +7.1% |
| YTD | +19.8% | +11.7% | +8.1% | +10.6% |
| 1Y | +26.2% | +17.5% | +8.7% | +12.2% |
| All | +35.8% | +33.4% | +2.4% | +8.9% |
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