+748.2%
SPY vs GM
+238.5%
+509.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +0.1% | -1.4% | +1.4% | +0.4% |
| 3M | +2.0% | +5.9% | -3.9% | 0.0% |
| 6M | +13.0% | +12.4% | +0.6% | +8.4% |
| YTD | +13.5% | +8.6% | +4.9% | +9.7% |
| 1Y | +20.0% | +52.6% | -32.6% | +3.9% |
| 3Y | +77.2% | +169.7% | -92.5% | +24.4% |
| 5Y | +81.9% | +87.5% | -5.7% | +38.4% |
| 10Y | +314.1% | +233.0% | +81.1% | +136.7% |
| All | +748.2% | +238.5% | +509.7% | +344.5% |
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