-57.1%
GERN vs SPY
+307.0%
-364.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | -2.0% | +2.6% | -4.6% | -4.5% |
| 30D | -18.5% | -2.0% | -16.5% | -16.2% |
| 3M | -37.0% | -2.8% | -34.2% | -34.7% |
| 6M | -31.2% | +2.1% | -33.3% | -32.4% |
| YTD | -26.5% | +11.5% | -38.0% | -33.7% |
| 1Y | -15.7% | +13.5% | -29.1% | -25.3% |
| 3Y | -46.1% | +77.7% | -123.8% | -69.2% |
| 5Y | -38.2% | +72.6% | -110.8% | -63.3% |
| All | -57.1% | +307.0% | -364.1% | -91.1% |
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 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