-21.9%
GSM vs SPY
+954.8%
-976.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.6% |
| 7D | +14.7% | +0.1% | +14.6% | +14.6% |
| 30D | +12.5% | +0.1% | +12.5% | +12.6% |
| 3M | +14.3% | +2.0% | +12.3% | +11.3% |
| 6M | -8.4% | +13.0% | -21.4% | -22.6% |
| YTD | +1.4% | +13.5% | -12.1% | -14.8% |
| 1Y | +13.3% | +20.0% | -6.6% | -11.5% |
| 3Y | -10.5% | +77.2% | -87.7% | -60.5% |
| 5Y | -48.5% | +81.9% | -130.4% | -77.1% |
| 10Y | -41.4% | +314.1% | -355.5% | -91.9% |
| All | -21.9% | +954.8% | -976.7% | -97.2% |
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