-99.8%
GVH vs SPY
+81.1%
-180.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | +2.3% | -0.9% | +3.3% | +2.9% |
| 3M | -75.5% | +3.9% | -79.4% | -76.2% |
| 6M | -15.8% | +14.5% | -30.4% | -22.8% |
| YTD | -29.9% | +12.9% | -42.8% | -35.1% |
| 1Y | -76.4% | +19.4% | -95.8% | -78.7% |
| All | -99.8% | +81.1% | -180.9% | -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 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