-86.1%
GERN vs SPY
+1,904.9%
-1,991.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.8% | +3.6% |
| 7D | -5.6% | -0.9% | -4.6% | -4.1% |
| 30D | -16.4% | -2.4% | -14.0% | -13.3% |
| 3M | -37.4% | -1.2% | -36.3% | -36.1% |
| 6M | -26.6% | +3.3% | -29.9% | -29.2% |
| YTD | -22.7% | +12.3% | -35.0% | -32.2% |
| 1Y | -18.4% | +12.4% | -30.8% | -28.5% |
| 3Y | -41.4% | +78.8% | -120.2% | -70.5% |
| 5Y | -33.3% | +75.2% | -108.5% | -64.9% |
| 10Y | -53.6% | +311.1% | -364.7% | -91.9% |
| All | -86.1% | +1,904.9% | -1,991.0% | -99.3% |
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