-65.0%
GMTL vs SPY
+17.4%
-82.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.7% | -12.6% | -14.0% |
| 7D | -1.5% | -0.7% | -0.7% | -0.2% |
| 30D | -44.7% | -1.0% | -43.6% | -43.4% |
| 3M | -56.9% | -0.3% | -56.6% | -56.4% |
| 6M | -69.8% | +7.3% | -77.1% | -72.6% |
| All | -65.0% | +17.4% | -82.4% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling