+156.3%
GVAL vs SPY
+315.0%
-158.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | 0.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -5.0% | -3.3% | -1.7% | -2.6% |
| 3M | -2.9% | -2.4% | -0.5% | -1.2% |
| 6M | +4.4% | +2.6% | +1.9% | +2.4% |
| YTD | +18.6% | +11.2% | +7.4% | +9.6% |
| 1Y | +23.4% | +13.4% | +10.0% | +12.4% |
| 3Y | +107.6% | +79.9% | +27.7% | +31.8% |
| 5Y | +86.5% | +72.2% | +14.4% | +21.4% |
| 10Y | +156.3% | +307.3% | -151.0% | -23.4% |
| All | +156.3% | +315.0% | -158.7% | -23.4% |
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 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