+2.9%
GNOM vs SPY
+195.6%
-192.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.5% |
| 7D | -3.2% | -0.8% | -2.4% | -2.3% |
| 30D | +4.5% | -1.1% | +5.6% | +5.8% |
| 3M | +26.8% | +3.9% | +22.9% | +21.5% |
| 6M | +38.4% | +13.6% | +24.8% | +20.5% |
| YTD | +37.0% | +12.7% | +24.3% | +20.3% |
| 1Y | +69.7% | +17.5% | +52.2% | +42.4% |
| 3Y | +43.8% | +76.9% | -33.1% | -22.2% |
| 5Y | -34.0% | +83.6% | -117.6% | -65.1% |
| All | +2.9% | +195.6% | -192.7% | -64.1% |
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