+163.0%
GGN vs SPY
+870.6%
-707.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +11.2% | +0.1% | +11.2% | +11.2% |
| 3M | +11.3% | +2.0% | +9.3% | +9.9% |
| 6M | +1.5% | +13.0% | -11.5% | -5.9% |
| YTD | +14.2% | +13.5% | +0.6% | +5.5% |
| 1Y | +25.2% | +20.0% | +5.2% | +11.7% |
| 3Y | +90.5% | +77.2% | +13.3% | +30.6% |
| 5Y | +122.9% | +81.9% | +41.0% | +47.3% |
| 10Y | +152.7% | +314.1% | -161.3% | -5.4% |
| All | +163.0% | +870.6% | -707.6% | -46.8% |
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