+146.2%
SPMO vs GFS
-3.9%
+150.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.4% | +2.6% | +0.7% | +2.8% |
| 30D | +0.5% | -16.4% | +16.9% | +4.4% |
| 3M | +1.9% | -41.6% | +43.5% | +13.9% |
| 6M | +27.8% | -3.7% | +31.5% | +28.2% |
| YTD | +26.7% | +29.3% | -2.7% | +18.8% |
| 1Y | +28.9% | +37.1% | -8.2% | +18.9% |
| 3Y | +160.7% | -22.1% | +182.8% | +159.5% |
| All | +146.2% | -3.9% | +150.1% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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