-44.0%
GERN vs SPY
+78.4%
-122.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.1% |
| 7D | +4.8% | -0.6% | +5.3% | +6.3% |
| 30D | -20.8% | -3.7% | -17.1% | -16.7% |
| 3M | -34.2% | -2.7% | -31.4% | -31.6% |
| 6M | -29.9% | +2.2% | -32.1% | -31.4% |
| YTD | -26.2% | +10.8% | -37.0% | -34.2% |
| 1Y | -16.0% | +11.2% | -27.3% | -25.3% |
| 3Y | -44.0% | +76.5% | -120.5% | -77.7% |
| All | -44.0% | +78.4% | -122.4% | -77.7% |
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 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