-29.4%
GSM vs SPY
+78.1%
-107.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | +17.2% | +2.6% | +14.6% | +14.1% |
| 30D | -22.7% | -2.0% | -20.7% | -21.0% |
| 3M | -31.3% | -2.8% | -28.5% | -29.0% |
| 6M | -22.1% | +2.1% | -24.2% | -23.4% |
| YTD | -34.6% | +11.5% | -46.1% | -40.9% |
| 1Y | -20.3% | +13.5% | -33.8% | -29.2% |
| 3Y | -29.4% | +77.7% | -107.1% | -65.4% |
| All | -29.4% | +78.1% | -107.5% | -65.4% |
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