-99.8%
GVH vs SPY
+80.2%
-180.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | 0.0% | -1.4% | +1.4% | +0.9% |
| 3M | -75.0% | +3.7% | -78.7% | -75.6% |
| 6M | -16.0% | +13.0% | -29.0% | -22.3% |
| YTD | -30.6% | +12.4% | -43.0% | -35.6% |
| 1Y | -76.7% | +18.5% | -95.3% | -78.9% |
| All | -99.8% | +80.2% | -180.0% | -99.9% |
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 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