+1,048.4%
GEF vs SPY
+1,873.7%
-825.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.8% |
| 7D | -5.5% | -0.9% | -4.5% | -4.7% |
| 30D | -7.8% | -2.4% | -5.5% | -6.1% |
| 3M | -16.5% | -1.2% | -15.4% | -15.9% |
| 6M | +10.6% | +3.3% | +7.4% | +6.8% |
| YTD | +9.8% | +12.3% | -2.5% | -2.0% |
| 1Y | +25.0% | +12.4% | +12.6% | +11.3% |
| 3Y | +23.1% | +78.8% | -55.7% | -28.9% |
| 5Y | +20.3% | +75.2% | -54.9% | -30.3% |
| 10Y | +97.0% | +311.1% | -214.1% | -45.3% |
| All | +1,048.4% | +1,873.7% | -825.3% | +53.0% |
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