+75.5%
SPYM vs GD
+54.3%
+21.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.7% | -5.0% | +2.3% | -1.4% |
| 30D | -5.4% | +8.9% | -14.3% | -7.6% |
| 3M | -4.1% | -8.0% | +4.0% | -2.0% |
| 6M | +0.8% | +2.9% | -2.1% | -0.4% |
| YTD | +8.8% | +7.1% | +1.7% | +5.7% |
| 1Y | +11.0% | +5.9% | +5.0% | +8.2% |
| 3Y | +75.5% | +53.9% | +21.6% | +50.6% |
| All | +75.5% | +54.3% | +21.2% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling