-40.4%
GERN vs SPY
+318.9%
-359.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.5% |
| 7D | -9.3% | -2.0% | -7.3% | -7.4% |
| 30D | -16.0% | -1.7% | -14.3% | -14.5% |
| 3M | +24.5% | +4.7% | +19.8% | +18.2% |
| 6M | -16.0% | +12.5% | -28.5% | -25.6% |
| YTD | +3.8% | +11.7% | -7.9% | -7.4% |
| 1Y | +6.2% | +17.5% | -11.3% | -9.6% |
| 3Y | -44.1% | +76.6% | -120.6% | -68.3% |
| 5Y | -3.5% | +82.0% | -85.6% | -45.9% |
| All | -40.4% | +318.9% | -359.3% | -88.9% |
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