+190.1%
GVA vs SPY
+322.5%
-132.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.3% |
| 7D | -0.3% | -0.8% | +0.4% | +0.5% |
| 30D | -5.8% | -1.1% | -4.7% | -4.7% |
| 3M | -14.4% | +3.9% | -18.2% | -17.8% |
| 6M | -4.7% | +13.6% | -18.3% | -16.5% |
| YTD | +3.3% | +12.7% | -9.4% | -8.7% |
| 1Y | +9.0% | +17.5% | -8.5% | -7.9% |
| 3Y | +207.3% | +76.9% | +130.4% | +68.4% |
| 5Y | +221.5% | +83.6% | +137.9% | +66.9% |
| All | +190.1% | +322.5% | -132.4% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling