-74.6%
GECC vs SPY
+322.8%
-397.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -1.8% | +2.6% | -4.4% | -3.2% |
| 30D | -1.8% | -2.0% | +0.2% | -0.8% |
| 3M | -12.2% | -2.8% | -9.4% | -11.0% |
| 6M | -7.2% | +2.1% | -9.4% | -8.5% |
| YTD | -19.9% | +11.5% | -31.3% | -24.6% |
| 1Y | -24.0% | +13.5% | -37.4% | -29.2% |
| 3Y | -20.2% | +77.7% | -97.9% | -43.7% |
| 5Y | -49.1% | +72.6% | -121.7% | -64.0% |
| 10Y | -71.5% | +308.2% | -379.7% | -83.6% |
| All | -74.6% | +322.8% | -397.4% | -83.9% |
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