-31.0%
GAUZ vs SPY
+1.5%
-32.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +0.3% | -9.2% | -9.3% |
| 7D | +2.1% | -2.7% | +4.8% | +5.4% |
| 30D | +17.8% | -5.4% | +23.2% | +26.1% |
| 3M | -30.0% | -4.1% | -25.9% | -26.7% |
| 6M | -31.0% | +0.7% | -31.7% | -25.3% |
| All | -31.0% | +1.5% | -32.5% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling