+786.0%
SPYM vs GD
+873.4%
-87.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.0% | -3.3% |
| 7D | -4.7% | -3.9% | -0.8% | -3.0% |
| 30D | -5.9% | +8.1% | -14.0% | -9.3% |
| 3M | -4.5% | -6.8% | +2.3% | -1.7% |
| 6M | +1.9% | +3.0% | -1.1% | -0.2% |
| YTD | +8.4% | +7.8% | +0.7% | +3.3% |
| 1Y | +9.4% | +5.8% | +3.6% | +5.1% |
| 3Y | +75.3% | +55.3% | +20.0% | +38.6% |
| 5Y | +67.9% | +96.7% | -28.7% | +17.5% |
| 10Y | +314.8% | +195.4% | +119.5% | +131.8% |
| All | +786.0% | +873.4% | -87.4% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling