-70.2%
GECC vs SPY
+328.3%
-398.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +0.2% | +0.5% | -0.4% | -0.1% |
| 30D | +2.2% | -0.9% | +3.2% | +2.7% |
| 3M | +2.9% | +3.9% | -0.9% | +0.6% |
| 6M | +16.3% | +14.5% | +1.8% | +7.8% |
| YTD | -5.9% | +12.9% | -18.8% | -12.0% |
| 1Y | -36.3% | +19.4% | -55.6% | -42.3% |
| 3Y | -3.7% | +78.5% | -82.1% | -32.2% |
| 5Y | -40.8% | +81.8% | -122.6% | -59.8% |
| All | -70.2% | +328.3% | -398.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling