+116.6%
GVAL vs SPY
+410.2%
-293.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +3.9% | +0.1% | +3.8% | +3.8% |
| 3M | +10.4% | +2.0% | +8.4% | +8.7% |
| 6M | +18.1% | +13.0% | +5.1% | +7.7% |
| YTD | +26.5% | +13.5% | +13.0% | +14.9% |
| 1Y | +40.8% | +20.0% | +20.9% | +22.5% |
| 3Y | +117.7% | +77.2% | +40.5% | +38.2% |
| 5Y | +103.7% | +81.9% | +21.8% | +25.2% |
| 10Y | +175.8% | +314.1% | -138.3% | -16.9% |
| All | +116.6% | +410.2% | -293.6% | -44.3% |
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