-69.4%
GELS vs SPY
+35.6%
-104.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.7% |
| 7D | +61.9% | +0.1% | +61.8% | +62.6% |
| 30D | +59.6% | +0.1% | +59.5% | +60.6% |
| 3M | +75.1% | +2.0% | +73.1% | +66.7% |
| 6M | +13.9% | +13.0% | +0.9% | -10.7% |
| YTD | +12.5% | +13.5% | -1.0% | -12.9% |
| 1Y | -6.3% | +20.0% | -26.2% | -35.4% |
| All | -69.4% | +35.6% | -104.9% | -83.1% |
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 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