-29.4%
GEOS vs SPY
+1,207.6%
-1,237.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.6% | +4.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -26.8% | +0.1% | -26.9% | -27.0% |
| 3M | -38.8% | +2.0% | -40.8% | -39.8% |
| 6M | -45.9% | +13.0% | -58.9% | -52.0% |
| YTD | -68.2% | +13.5% | -81.7% | -71.6% |
| 1Y | -71.5% | +20.0% | -91.4% | -75.9% |
| 3Y | -43.4% | +77.2% | -120.6% | -67.5% |
| 5Y | -44.8% | +81.9% | -126.7% | -70.7% |
| 10Y | -70.4% | +314.1% | -384.5% | -92.7% |
| All | -29.4% | +1,207.6% | -1,237.1% | -91.4% |
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