+69.4%
GEVO vs SPY
+78.1%
-8.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +31.7% | +2.6% | +29.1% | +28.0% |
| 30D | +56.4% | -2.0% | +58.4% | +61.0% |
| 3M | +13.0% | -2.8% | +15.7% | +17.7% |
| 6M | +5.8% | +2.1% | +3.6% | +3.6% |
| YTD | -8.5% | +11.5% | -20.0% | -20.5% |
| 1Y | -8.5% | +13.5% | -22.0% | -22.3% |
| 3Y | +69.4% | +77.7% | -8.3% | -45.3% |
| All | +69.4% | +78.1% | -8.6% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling