+60.5%
GEVX vs SPY
+14.6%
+45.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +1.7% | -20.0% | -25.0% |
| 7D | -11.7% | -0.7% | -11.0% | -10.1% |
| 30D | -32.5% | -1.0% | -31.5% | -29.0% |
| 3M | -38.6% | -0.3% | -38.3% | -36.9% |
| 6M | -50.8% | +7.3% | -58.2% | -61.8% |
| YTD | +21.8% | +13.3% | +8.5% | -24.5% |
| 1Y | +60.5% | +14.8% | +45.7% | -2.8% |
| All | +60.5% | +14.6% | +45.8% | -2.8% |
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