-97.6%
GAUZ vs SPY
+47.8%
-145.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +54.2% | +0.1% | +54.1% | +54.6% |
| 3M | -41.8% | +2.0% | -43.8% | -42.5% |
| 6M | -24.0% | +13.0% | -37.0% | -31.9% |
| YTD | -70.0% | +13.5% | -83.5% | -73.2% |
| 1Y | -92.4% | +20.0% | -112.4% | -93.5% |
| All | -97.6% | +47.8% | -145.5% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling