+553.0%
GEL vs SPY
+1,557.8%
-1,004.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -0.3% | +2.6% | -2.9% | -2.2% |
| 30D | -8.7% | -2.0% | -6.7% | -7.5% |
| 3M | -17.3% | -2.8% | -14.5% | -15.7% |
| 6M | -16.3% | +2.1% | -18.5% | -18.2% |
| YTD | -13.8% | +11.5% | -25.3% | -21.4% |
| 1Y | -14.9% | +13.5% | -28.4% | -23.5% |
| 3Y | +30.5% | +77.7% | -47.2% | -16.3% |
| 5Y | +27.3% | +72.6% | -45.3% | -16.6% |
| 10Y | -21.4% | +308.2% | -329.5% | -68.2% |
| All | +553.0% | +1,557.8% | -1,004.8% | +46.3% |
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