-92.4%
GAUZ vs SPY
+20.8%
-113.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +54.2% | +0.1% | +54.1% | +54.8% |
| 3M | -41.8% | +2.0% | -43.8% | -42.9% |
| 6M | -24.0% | +13.0% | -37.0% | -34.8% |
| YTD | -70.0% | +13.5% | -83.5% | -74.9% |
| 1Y | -92.4% | +20.0% | -112.4% | -94.3% |
| All | -92.4% | +20.8% | -113.3% | -94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling