+40.7%
GAUG vs SPY
+79.4%
-38.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | +1.4% | +2.6% | -1.2% | +0.3% |
| 30D | -0.8% | -2.0% | +1.2% | +0.1% |
| 3M | -0.1% | -2.8% | +2.7% | +1.2% |
| 6M | +2.6% | +2.1% | +0.5% | +1.5% |
| YTD | +6.9% | +11.5% | -4.6% | +1.4% |
| 1Y | +8.7% | +13.5% | -4.8% | +2.3% |
| 3Y | +39.1% | +77.7% | -38.6% | +4.3% |
| All | +40.7% | +79.4% | -38.7% | +5.0% |
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