-70.3%
GECC vs SPY
+327.3%
-397.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -0.3% | -0.8% | +0.4% | +0.1% |
| 30D | +1.5% | -1.1% | +2.6% | +2.1% |
| 3M | +2.3% | +3.9% | -1.5% | +0.1% |
| 6M | +18.5% | +13.6% | +4.9% | +10.3% |
| YTD | -6.3% | +12.7% | -19.0% | -12.4% |
| 1Y | -36.5% | +17.5% | -54.0% | -42.0% |
| 3Y | -6.0% | +76.9% | -82.9% | -33.4% |
| 5Y | -40.8% | +83.6% | -124.4% | -60.1% |
| All | -70.3% | +327.3% | -397.7% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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