-72.6%
GEOS vs SPY
+21.3%
-93.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | -1.6% |
| 7D | -1.3% | +0.3% | -1.6% | -1.9% |
| 30D | -29.4% | +0.2% | -29.7% | -30.0% |
| 3M | -40.2% | +2.8% | -43.0% | -43.5% |
| 6M | -47.5% | +14.3% | -61.8% | -60.2% |
| YTD | -69.5% | +14.0% | -83.5% | -75.9% |
| All | -72.6% | +21.3% | -93.9% | -80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling