+76.8%
SPYM vs GM
+166.7%
-90.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | -1.3% | -1.1% | -0.2% | -1.2% |
| 3M | +3.6% | +6.1% | -2.5% | +2.3% |
| 6M | +13.3% | +15.0% | -1.6% | +10.0% |
| YTD | +12.4% | +6.0% | +6.4% | +10.5% |
| 1Y | +17.3% | +47.1% | -29.8% | +8.2% |
| 3Y | +76.8% | +170.5% | -93.7% | +45.3% |
| All | +76.8% | +166.7% | -90.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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