-73.2%
GELS vs SPY
+33.4%
-106.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -6.0% |
| 7D | -11.9% | -2.0% | -9.9% | -7.4% |
| 30D | +37.8% | -1.7% | +39.5% | +45.0% |
| 3M | +52.8% | +4.7% | +48.1% | +41.0% |
| 6M | +6.2% | +12.5% | -6.3% | -15.3% |
| YTD | -1.6% | +11.7% | -13.3% | -20.7% |
| 1Y | -41.7% | +17.5% | -59.2% | -57.6% |
| All | -73.2% | +33.4% | -106.6% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling