-0.3%
SPOT vs GM
+37.1%
-37.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +4.1% |
| 7D | +16.6% | +12.1% | +4.5% | +15.3% |
| 30D | +29.9% | +15.2% | +14.7% | +28.1% |
| 3M | +31.3% | +4.9% | +26.4% | +30.3% |
| 6M | +43.2% | +22.6% | +20.6% | +41.8% |
| YTD | +8.1% | +14.4% | -6.3% | +7.7% |
| 1Y | -0.3% | +39.4% | -39.7% | -2.3% |
| All | -0.3% | +37.1% | -37.4% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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