+76.9%
SPY vs GM
+166.7%
-89.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -0.8% | -2.4% | +1.7% | -0.3% |
| 30D | -1.1% | -1.1% | 0.0% | -0.9% |
| 3M | +3.9% | +6.1% | -2.3% | +2.5% |
| 6M | +13.6% | +15.0% | -1.4% | +10.2% |
| YTD | +12.7% | +6.0% | +6.7% | +10.7% |
| 1Y | +17.5% | +47.1% | -29.6% | +8.1% |
| 3Y | +76.9% | +170.5% | -93.6% | +44.8% |
| All | +76.9% | +166.7% | -89.8% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling