+693.8%
GEL vs SPY
+1,579.1%
-885.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -4.6% | +0.5% | -5.2% | -5.0% |
| 30D | +4.8% | -0.9% | +5.7% | +5.5% |
| 3M | +3.5% | +3.9% | -0.4% | +0.2% |
| 6M | -10.6% | +14.5% | -25.1% | -19.8% |
| YTD | +4.8% | +12.9% | -8.1% | -5.2% |
| 1Y | +0.5% | +19.4% | -18.8% | -12.8% |
| 3Y | +72.4% | +78.5% | -6.1% | +10.3% |
| 5Y | +155.7% | +81.8% | +73.9% | +61.5% |
| 10Y | -11.9% | +311.5% | -323.4% | -64.5% |
| All | +693.8% | +1,579.1% | -885.3% | +76.5% |
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