-98.2%
GAUZ vs SPY
+44.3%
-142.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | -8.4% | -0.6% | -7.8% | -7.8% |
| 30D | +25.7% | -3.7% | +29.4% | +30.1% |
| 3M | -26.1% | -2.7% | -23.4% | -24.3% |
| 6M | -39.7% | +2.2% | -41.9% | -40.8% |
| YTD | -77.1% | +10.8% | -87.9% | -79.2% |
| 1Y | -93.9% | +11.2% | -105.1% | -94.5% |
| All | -98.2% | +44.3% | -142.5% | -98.1% |
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