+1,236.1%
GEF vs SPY
+1,895.7%
-659.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -5.7% | +0.1% | -5.7% | -5.7% |
| 3M | +35.3% | +2.0% | +33.3% | +32.4% |
| 6M | +20.7% | +13.0% | +7.7% | +7.5% |
| YTD | +27.7% | +13.5% | +14.2% | +13.2% |
| 1Y | +43.3% | +20.0% | +23.3% | +20.4% |
| 3Y | +29.5% | +77.2% | -47.7% | -24.4% |
| 5Y | +46.2% | +81.9% | -35.7% | -18.1% |
| 10Y | +162.3% | +314.1% | -151.7% | -27.3% |
| All | +1,236.1% | +1,895.7% | -659.6% | +76.8% |
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