+139.3%
GGN vs SPY
+853.0%
-713.8%
-73.0%
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% | -0.6% |
| 7D | -2.7% | +2.6% | -5.3% | -4.2% |
| 30D | -2.4% | -2.0% | -0.4% | -1.3% |
| 3M | -3.4% | -2.8% | -0.6% | -1.8% |
| 6M | -3.8% | +2.1% | -5.9% | -5.2% |
| YTD | +3.9% | +11.5% | -7.6% | -3.1% |
| 1Y | +9.8% | +13.5% | -3.7% | +1.4% |
| 3Y | +75.2% | +77.7% | -2.5% | +19.7% |
| 5Y | +95.2% | +72.6% | +22.6% | +33.4% |
| 10Y | +156.8% | +308.2% | -151.4% | -3.1% |
| All | +139.3% | +853.0% | -713.8% | -51.1% |
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