+7,805.2%
GEO vs SPY
+2,809.9%
+4,995.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.3% | +6.3% |
| 7D | +13.8% | -0.6% | +14.4% | +14.6% |
| 30D | +2.6% | -3.7% | +6.3% | +5.9% |
| 3M | +4.2% | -2.7% | +6.9% | +6.6% |
| 6M | +46.8% | +2.2% | +44.6% | +44.0% |
| YTD | +98.1% | +10.8% | +87.3% | +82.7% |
| 1Y | +113.2% | +11.2% | +102.0% | +96.0% |
| 3Y | +242.0% | +76.5% | +165.5% | +121.6% |
| 5Y | +248.7% | +72.9% | +175.7% | +127.8% |
| 10Y | +142.1% | +304.8% | -162.7% | -17.4% |
| All | +7,805.2% | +2,809.9% | +4,995.4% | +292.9% |
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