-74.7%
GEVO vs SPY
+72.1%
-146.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.0% |
| 7D | +31.7% | +2.6% | +29.1% | +26.6% |
| 30D | +56.4% | -2.0% | +58.4% | +62.7% |
| 3M | +13.0% | -2.8% | +15.7% | +19.5% |
| 6M | +5.8% | +2.1% | +3.6% | +2.1% |
| YTD | -8.5% | +11.5% | -20.0% | -25.8% |
| 1Y | -8.5% | +13.5% | -22.0% | -28.1% |
| 3Y | +69.4% | +77.7% | -8.3% | -48.0% |
| All | -74.7% | +72.1% | -146.8% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling