+353.8%
GEO vs SPY
+78.7%
+275.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.5% |
| 7D | +4.9% | +0.5% | +4.4% | +4.3% |
| 30D | +4.4% | -0.9% | +5.3% | +5.4% |
| 3M | +20.1% | +3.9% | +16.2% | +14.5% |
| 6M | +123.3% | +14.5% | +108.8% | +90.3% |
| YTD | +98.8% | +12.9% | +85.8% | +72.5% |
| 1Y | +54.8% | +19.4% | +35.4% | +25.9% |
| 3Y | +353.8% | +78.5% | +275.4% | +155.0% |
| All | +353.8% | +78.7% | +275.1% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling