-16.0%
GASS vs SPY
+841.4%
-857.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +8.5% | +0.1% | +8.5% | +8.5% |
| 3M | +1.2% | +2.0% | -0.8% | -0.6% |
| 6M | -5.5% | +13.0% | -18.5% | -13.7% |
| YTD | +32.3% | +13.5% | +18.8% | +20.6% |
| 1Y | +24.2% | +20.0% | +4.2% | +8.7% |
| 3Y | +89.2% | +77.2% | +12.0% | +23.7% |
| 5Y | +236.6% | +81.9% | +154.7% | +112.6% |
| 10Y | +152.4% | +314.1% | -161.6% | -17.7% |
| All | -16.0% | +841.4% | -857.4% | -85.5% |
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