-70.3%
GEOS vs SPY
+78.1%
-148.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.8% |
| 7D | -6.1% | +2.6% | -8.7% | -9.6% |
| 30D | -22.6% | -2.0% | -20.6% | -20.1% |
| 3M | -30.7% | -2.8% | -28.0% | -27.7% |
| 6M | -55.3% | +2.1% | -57.5% | -56.4% |
| YTD | -78.9% | +11.5% | -90.4% | -81.5% |
| 1Y | -85.3% | +13.5% | -98.7% | -87.4% |
| 3Y | -70.3% | +77.7% | -148.0% | -80.0% |
| All | -70.3% | +78.1% | -148.4% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling