-97.7%
GAUZ vs SPY
+47.0%
-144.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.0% |
| 7D | +3.6% | +0.5% | +3.0% | +3.0% |
| 30D | -13.1% | -0.9% | -12.2% | -12.0% |
| 3M | -37.5% | +3.9% | -41.4% | -39.4% |
| 6M | -24.8% | +14.5% | -39.3% | -33.5% |
| YTD | -70.8% | +12.9% | -83.7% | -73.8% |
| 1Y | -92.6% | +19.4% | -112.0% | -93.7% |
| All | -97.7% | +47.0% | -144.7% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling