+52.8%
GEVG vs SPY
+13.7%
+39.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.5% | +8.1% |
| 7D | +16.5% | +0.5% | +15.9% | +13.9% |
| 30D | -6.0% | -0.9% | -5.0% | -2.2% |
| 3M | -3.1% | +3.9% | -7.0% | -14.1% |
| 6M | +24.3% | +14.5% | +9.8% | -21.0% |
| YTD | +71.9% | +12.9% | +59.0% | +7.6% |
| All | +52.8% | +13.7% | +39.1% | -8.0% |
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