+566.9%
SPMO vs GFI
+1,816.6%
-1,249.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -0.9% | -4.9% | +3.9% | -0.8% |
| 30D | -1.9% | +10.7% | -12.6% | -2.3% |
| 3M | -1.4% | +25.6% | -27.0% | -2.3% |
| 6M | +25.5% | -8.3% | +33.7% | +25.4% |
| YTD | +24.8% | +6.3% | +18.5% | +24.1% |
| 1Y | +24.5% | +22.1% | +2.4% | +23.1% |
| 3Y | +157.1% | +289.2% | -132.1% | +145.6% |
| 5Y | +149.5% | +531.7% | -382.2% | +134.4% |
| 10Y | +518.1% | +1,043.8% | -525.7% | +500.5% |
| All | +566.9% | +1,816.6% | -1,249.7% | +533.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling