+251.0%
SPOT vs GM
+158.1%
+92.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -6.5% | -1.1% | -5.4% | -6.2% |
| 30D | +2.2% | -4.6% | +6.8% | +3.6% |
| 3M | +5.4% | +0.2% | +5.2% | +5.0% |
| 6M | -4.0% | +12.6% | -16.6% | -8.2% |
| YTD | -9.9% | +3.7% | -13.6% | -12.1% |
| 1Y | -27.3% | +45.6% | -72.9% | -36.7% |
| 3Y | +236.4% | +162.0% | +74.4% | +131.1% |
| 5Y | +112.6% | +80.5% | +32.1% | +61.6% |
| All | +251.0% | +158.1% | +92.9% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling