+211.5%
GVA vs SPY
+79.8%
+131.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -3.5% | -2.0% | -1.6% | -1.9% |
| 30D | -8.1% | -1.7% | -6.4% | -6.8% |
| 3M | -15.0% | +4.7% | -19.8% | -18.4% |
| 6M | -7.2% | +12.5% | -19.7% | -16.1% |
| YTD | +0.1% | +11.7% | -11.6% | -8.9% |
| 1Y | +6.7% | +17.5% | -10.8% | -6.9% |
| 3Y | +196.3% | +76.6% | +119.7% | +84.2% |
| 5Y | +211.5% | +82.0% | +129.5% | +88.2% |
| All | +211.5% | +79.8% | +131.8% | +88.2% |
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