+2,721.6%
GVA vs SPY
+3,040.6%
-319.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -3.5% | -2.0% | -1.6% | -1.6% |
| 30D | -8.1% | -1.7% | -6.4% | -6.6% |
| 3M | -15.0% | +4.7% | -19.8% | -18.9% |
| 6M | -7.2% | +12.5% | -19.7% | -17.3% |
| YTD | +0.1% | +11.7% | -11.6% | -10.2% |
| 1Y | +6.7% | +17.5% | -10.8% | -8.9% |
| 3Y | +196.3% | +76.6% | +119.7% | +69.7% |
| 5Y | +211.5% | +82.0% | +129.5% | +70.8% |
| 10Y | +178.7% | +317.1% | -138.4% | -28.9% |
| All | +2,721.6% | +3,040.6% | -319.0% | +112.7% |
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