-46.3%
GSM vs SPY
+79.8%
-126.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.1% |
| 7D | -1.5% | -2.0% | +0.4% | +1.2% |
| 30D | -2.4% | -1.7% | -0.8% | -0.1% |
| 3M | +17.5% | +4.7% | +12.8% | +10.4% |
| 6M | -7.1% | +12.5% | -19.6% | -20.7% |
| YTD | -3.1% | +11.7% | -14.8% | -16.4% |
| 1Y | +8.2% | +17.5% | -9.3% | -12.5% |
| 3Y | -13.9% | +76.6% | -90.4% | -63.1% |
| 5Y | -46.3% | +82.0% | -128.4% | -76.1% |
| All | -46.3% | +79.8% | -126.1% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling