+238.5%
GCO vs SPY
+3,040.6%
-2,802.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.3% |
| 7D | -3.3% | -2.0% | -1.3% | -1.1% |
| 30D | -9.5% | -1.7% | -7.9% | -7.8% |
| 3M | -14.6% | +4.7% | -19.4% | -19.1% |
| 6M | +24.6% | +12.5% | +12.1% | +9.4% |
| YTD | +34.5% | +11.7% | +22.8% | +19.3% |
| 1Y | +1.3% | +17.5% | -16.2% | -14.8% |
| 3Y | +11.8% | +76.6% | -64.7% | -36.8% |
| 5Y | -43.4% | +82.0% | -125.4% | -68.6% |
| 10Y | -31.4% | +317.1% | -348.5% | -81.7% |
| All | +238.5% | +3,040.6% | -2,802.1% | -89.1% |
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