+38.8%
GSEP vs SPY
+76.9%
-38.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -0.1% | -2.0% | +1.9% | +0.8% |
| 30D | +0.6% | -1.7% | +2.2% | +1.3% |
| 3M | +3.9% | +4.7% | -0.8% | +1.7% |
| 6M | +8.1% | +12.5% | -4.4% | +2.2% |
| YTD | +8.1% | +11.7% | -3.6% | +2.5% |
| 1Y | +10.6% | +17.5% | -6.9% | +2.4% |
| All | +38.8% | +76.9% | -38.2% | +4.4% |
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