+0.9%
GGUS vs SPY
+12.5%
-11.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +5.9% | +3.3% | +2.6% | +1.5% |
| 30D | -8.4% | -2.7% | -5.7% | -4.9% |
| 3M | -6.5% | -1.7% | -4.8% | -4.1% |
| 6M | -4.4% | +3.1% | -7.4% | -7.4% |
| YTD | -0.2% | +11.9% | -12.1% | -12.5% |
| All | +0.9% | +12.5% | -11.5% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling