+113.2%
GEVX vs SPY
+24.1%
+89.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +3.9% |
| 7D | +2.5% | -0.8% | +3.2% | +6.0% |
| 30D | -16.8% | -1.1% | -15.7% | -12.5% |
| 3M | +1.0% | +3.9% | -2.9% | -11.5% |
| 6M | +6.9% | +13.6% | -6.7% | -33.3% |
| YTD | +71.9% | +12.7% | +59.3% | +9.7% |
| 1Y | +63.4% | +17.5% | +45.9% | -10.6% |
| All | +113.2% | +24.1% | +89.1% | -5.2% |
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