-50.3%
GEOS vs SPY
+1,151.5%
-1,201.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.0% |
| 7D | -14.1% | -2.7% | -11.4% | -11.4% |
| 30D | -19.2% | -5.4% | -13.8% | -14.1% |
| 3M | -44.4% | -4.1% | -40.3% | -41.9% |
| 6M | -59.4% | +0.7% | -60.1% | -59.4% |
| YTD | -77.6% | +8.7% | -86.3% | -79.0% |
| 1Y | -85.5% | +10.9% | -96.4% | -86.7% |
| 3Y | -66.7% | +75.0% | -141.7% | -80.5% |
| 5Y | -59.7% | +67.8% | -127.5% | -76.6% |
| 10Y | -79.6% | +312.9% | -392.4% | -94.9% |
| All | -50.3% | +1,151.5% | -1,201.8% | -93.7% |
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 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