+7,874.5%
GEO vs SPY
+2,837.8%
+5,036.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | +28.0% | +3.3% | +24.7% | +24.9% |
| 30D | +0.1% | -2.7% | +2.8% | +2.5% |
| 3M | +2.4% | -1.7% | +4.2% | +4.0% |
| 6M | +50.5% | +3.1% | +47.4% | +46.7% |
| YTD | +99.9% | +11.9% | +88.0% | +82.9% |
| 1Y | +115.8% | +12.0% | +103.8% | +97.4% |
| 3Y | +245.0% | +78.2% | +166.8% | +121.8% |
| 5Y | +237.0% | +73.2% | +163.8% | +119.9% |
| 10Y | +137.6% | +309.6% | -172.1% | -19.6% |
| All | +7,874.5% | +2,837.8% | +5,036.7% | +293.4% |
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