+788.7%
SPYM vs GD
+867.2%
-78.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -2.7% | -5.0% | +2.3% | -0.4% |
| 30D | -5.4% | +8.9% | -14.3% | -9.1% |
| 3M | -4.1% | -8.0% | +4.0% | -0.6% |
| 6M | +0.8% | +2.9% | -2.1% | -1.3% |
| YTD | +8.8% | +7.1% | +1.7% | +3.9% |
| 1Y | +11.0% | +5.9% | +5.0% | +6.5% |
| 3Y | +75.5% | +53.9% | +21.6% | +39.4% |
| 5Y | +68.4% | +95.4% | -27.0% | +18.2% |
| 10Y | +316.1% | +193.5% | +122.6% | +133.2% |
| All | +788.7% | +867.2% | -78.4% | +207.6% |
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 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