+57.1%
GGUS vs SPY
+70.7%
-13.7%
-22.6%
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% | -0.3% |
| 7D | -3.2% | -0.6% | -2.6% | -2.4% |
| 30D | -10.9% | -3.7% | -7.2% | -6.6% |
| 3M | -8.0% | -2.7% | -5.2% | -4.6% |
| 6M | -6.1% | +2.2% | -8.3% | -8.1% |
| YTD | -2.1% | +10.8% | -13.0% | -12.7% |
| 1Y | -3.5% | +11.2% | -14.7% | -14.3% |
| All | +57.1% | +70.7% | -13.7% | -13.0% |
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