-77.0%
GELS vs SPY
+34.8%
-111.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.9% | -0.5% | -24.3% | -23.6% |
| 7D | +27.1% | +0.5% | +26.5% | +26.9% |
| 30D | +21.1% | -0.9% | +22.1% | +25.4% |
| 3M | +40.8% | +3.9% | +36.9% | +30.8% |
| 6M | -13.3% | +14.5% | -27.9% | -33.5% |
| YTD | -15.5% | +12.9% | -28.4% | -33.5% |
| 1Y | -56.7% | +19.4% | -76.0% | -69.6% |
| All | -77.0% | +34.8% | -111.8% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling