-87.0%
GELS vs SPY
+33.6%
-120.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.1% | -8.7% |
| 7D | -16.4% | +3.3% | -19.7% | -22.3% |
| 30D | -20.6% | -2.7% | -17.9% | -16.3% |
| 3M | -33.3% | -1.7% | -31.5% | -30.6% |
| 6M | -11.4% | +3.1% | -14.5% | -17.1% |
| YTD | -52.4% | +11.9% | -64.3% | -62.2% |
| 1Y | -64.1% | +12.0% | -76.0% | -71.4% |
| All | -87.0% | +33.6% | -120.6% | -92.7% |
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