+7,763.1%
GEO vs SPY
+2,881.1%
+4,882.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +1.1% | +0.1% | +1.1% | +1.0% |
| 3M | +26.3% | +2.0% | +24.3% | +24.0% |
| 6M | +111.1% | +13.0% | +98.1% | +91.3% |
| YTD | +97.1% | +13.5% | +83.5% | +78.1% |
| 1Y | +50.3% | +20.0% | +30.3% | +30.1% |
| 3Y | +328.7% | +77.2% | +251.6% | +176.4% |
| 5Y | +301.6% | +81.9% | +219.8% | +151.9% |
| 10Y | +253.3% | +314.1% | -60.7% | +18.5% |
| All | +7,763.1% | +2,881.1% | +4,882.0% | +283.0% |
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 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