-6.6%
GEVG vs SPY
+11.6%
-18.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -6.7% |
| 7D | -26.5% | -0.6% | -25.9% | -25.0% |
| 30D | -41.0% | -3.7% | -37.3% | -30.3% |
| 3M | -42.5% | -2.7% | -39.7% | -34.1% |
| 6M | -53.5% | +2.2% | -55.7% | -54.9% |
| YTD | +5.0% | +10.8% | -5.8% | -27.5% |
| All | -6.6% | +11.6% | -18.2% | -38.0% |
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 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