+632.4%
GEV vs SPY
+50.4%
+582.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +2.0% |
| 7D | +1.6% | -0.8% | +2.4% | +3.1% |
| 30D | -7.9% | -1.1% | -6.9% | -6.0% |
| 3M | +5.6% | +3.9% | +1.8% | -1.0% |
| 6M | +13.1% | +13.6% | -0.5% | -9.4% |
| YTD | +46.7% | +12.7% | +34.1% | +19.2% |
| 1Y | +51.3% | +17.5% | +33.8% | +15.1% |
| All | +632.4% | +50.4% | +582.0% | +285.3% |
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 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