-16.7%
GSM vs SPY
+77.0%
-93.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.9% |
| 7D | -8.4% | -0.8% | -7.6% | -7.6% |
| 30D | -3.8% | -1.1% | -2.8% | -2.7% |
| 3M | +10.2% | +3.9% | +6.3% | +6.0% |
| 6M | -12.7% | +13.6% | -26.3% | -22.9% |
| YTD | -7.0% | +12.7% | -19.7% | -17.2% |
| 1Y | +1.9% | +17.5% | -15.6% | -12.6% |
| 3Y | -16.7% | +76.9% | -93.6% | -56.6% |
| All | -16.7% | +77.0% | -93.7% | -56.6% |
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