+307.9%
SPYM vs GD
+180.8%
+127.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -0.6% | -1.9% | +1.3% | +0.3% |
| 30D | -3.7% | +10.9% | -14.6% | -8.3% |
| 3M | -2.7% | -6.8% | +4.0% | +0.2% |
| 6M | +2.2% | +7.0% | -4.8% | -1.7% |
| YTD | +10.9% | +11.1% | -0.2% | +4.0% |
| 1Y | +11.3% | +7.0% | +4.3% | +6.2% |
| 3Y | +76.8% | +59.9% | +16.9% | +35.5% |
| 5Y | +73.5% | +102.5% | -28.9% | +15.7% |
| 10Y | +307.9% | +174.0% | +133.9% | +137.9% |
| All | +307.9% | +180.8% | +127.1% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling