-42.1%
GECC vs SPY
+81.0%
-123.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | +5.2% | -1.4% | +6.5% | +5.5% |
| 3M | +2.5% | +3.7% | -1.2% | +1.5% |
| 6M | +17.9% | +13.0% | +4.9% | +14.6% |
| YTD | -7.4% | +12.4% | -19.8% | -9.9% |
| 1Y | -37.1% | +18.5% | -55.6% | -39.4% |
| 3Y | -5.3% | +77.6% | -82.9% | -15.8% |
| 5Y | -42.1% | +81.7% | -123.8% | -50.1% |
| All | -42.1% | +81.0% | -123.1% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling