+115.3%
SPOT vs GM
+78.3%
+37.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -3.1% | -2.4% | -0.6% | -2.2% |
| 30D | +7.4% | -1.1% | +8.5% | +7.7% |
| 3M | +8.2% | +6.1% | +2.1% | +5.5% |
| 6M | +2.2% | +15.0% | -12.8% | -4.0% |
| YTD | -9.5% | +6.0% | -15.4% | -12.9% |
| 1Y | -23.8% | +47.1% | -70.9% | -36.4% |
| 3Y | +233.5% | +170.5% | +63.0% | +91.8% |
| All | +115.3% | +78.3% | +37.0% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling