+110.9%
GEVX vs SPY
+23.8%
+87.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -2.0% |
| 7D | +5.7% | -0.4% | +6.1% | +7.2% |
| 30D | -9.7% | -1.4% | -8.3% | -4.1% |
| 3M | -3.1% | +3.7% | -6.8% | -14.2% |
| 6M | +10.5% | +13.0% | -2.5% | -29.8% |
| YTD | +70.1% | +12.4% | +57.7% | +9.3% |
| 1Y | +75.5% | +18.5% | +56.9% | -8.2% |
| All | +110.9% | +23.8% | +87.1% | -5.5% |
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