+28.7%
SPMO vs GFI
+45.3%
-16.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.8% |
| 7D | +2.0% | +3.1% | -1.1% | +1.5% |
| 30D | -0.4% | +27.1% | -27.5% | -3.8% |
| 3M | -1.9% | +21.2% | -23.1% | -5.2% |
| 6M | +25.0% | -4.5% | +29.5% | +23.2% |
| YTD | +26.0% | +11.7% | +14.3% | +21.7% |
| 1Y | +28.7% | +46.0% | -17.4% | +20.2% |
| All | +28.7% | +45.3% | -16.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling