-81.6%
GEOS vs SPY
+315.0%
-396.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | -1.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -17.7% | -3.3% | -14.4% | -14.2% |
| 3M | -34.2% | -2.4% | -31.8% | -32.1% |
| 6M | -54.2% | +2.6% | -56.7% | -55.2% |
| YTD | -77.2% | +11.2% | -88.5% | -79.4% |
| 1Y | -85.2% | +13.4% | -98.6% | -86.9% |
| 3Y | -65.9% | +79.9% | -145.8% | -81.6% |
| 5Y | -60.0% | +72.2% | -132.2% | -78.4% |
| 10Y | -81.6% | +307.3% | -388.9% | -96.7% |
| All | -81.6% | +315.0% | -396.6% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling