+318.3%
GEO vs SPY
+81.8%
+236.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.4% |
| 7D | +4.9% | +0.5% | +4.4% | +4.4% |
| 30D | +4.4% | -0.9% | +5.3% | +5.2% |
| 3M | +20.1% | +3.9% | +16.2% | +15.5% |
| 6M | +123.3% | +14.5% | +108.8% | +96.1% |
| YTD | +98.8% | +12.9% | +85.8% | +77.1% |
| 1Y | +54.8% | +19.4% | +35.4% | +31.0% |
| 3Y | +353.8% | +78.5% | +275.4% | +178.1% |
| 5Y | +318.3% | +81.8% | +236.5% | +154.3% |
| All | +318.3% | +81.8% | +236.5% | +154.3% |
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