-49.6%
GSM vs SPY
+935.7%
-985.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.1% |
| 7D | +17.2% | +2.6% | +14.6% | +13.1% |
| 30D | -22.7% | -2.0% | -20.7% | -20.6% |
| 3M | -31.3% | -2.8% | -28.5% | -28.5% |
| 6M | -22.1% | +2.1% | -24.2% | -24.3% |
| YTD | -34.6% | +11.5% | -46.1% | -43.7% |
| 1Y | -20.3% | +13.5% | -33.8% | -33.0% |
| 3Y | -29.4% | +77.7% | -107.1% | -69.1% |
| 5Y | -55.4% | +72.6% | -128.0% | -78.7% |
| 10Y | -72.4% | +308.2% | -380.6% | -96.1% |
| All | -49.6% | +935.7% | -985.4% | -98.1% |
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