+1.6%
GEVG vs SPY
+12.0%
-10.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.4% | +11.4% | +4.7% |
| 7D | -10.2% | +0.1% | -10.2% | -10.7% |
| 30D | -35.8% | -3.3% | -32.5% | -25.4% |
| 3M | -37.5% | -2.4% | -35.1% | -29.4% |
| 6M | -49.4% | +2.6% | -52.0% | -51.7% |
| YTD | +14.2% | +11.2% | +3.0% | -22.3% |
| All | +1.6% | +12.0% | -10.4% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling