-98.3%
GAUZ vs SPY
+45.2%
-143.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.3% |
| 7D | -5.1% | +2.6% | -7.7% | -7.4% |
| 30D | +21.7% | -2.0% | +23.7% | +23.9% |
| 3M | -40.8% | -2.8% | -38.0% | -39.4% |
| 6M | -64.0% | +2.1% | -66.2% | -64.7% |
| YTD | -78.1% | +11.5% | -89.6% | -80.3% |
| 1Y | -93.0% | +13.5% | -106.4% | -93.8% |
| All | -98.3% | +45.2% | -143.5% | -98.2% |
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