+312.2%
SPYM vs GD
+185.2%
+127.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | +0.1% | +1.3% |
| 7D | +0.1% | -3.0% | +3.1% | +1.5% |
| 30D | -3.3% | +9.3% | -12.6% | -7.4% |
| 3M | -2.4% | -7.2% | +4.8% | +0.8% |
| 6M | +2.6% | +5.5% | -2.9% | -0.7% |
| YTD | +11.3% | +9.5% | +1.8% | +5.0% |
| 1Y | +13.5% | +6.4% | +7.0% | +8.5% |
| 3Y | +80.3% | +59.8% | +20.4% | +38.1% |
| 5Y | +72.7% | +98.0% | -25.2% | +16.5% |
| 10Y | +312.2% | +177.4% | +134.8% | +141.1% |
| All | +312.2% | +185.2% | +127.0% | +141.1% |
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