+187.0%
GKOS vs SPY
+14.6%
+172.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +4.5% |
| 7D | +36.0% | -0.7% | +36.7% | +36.6% |
| 30D | +50.4% | -1.0% | +51.5% | +51.6% |
| 3M | +44.7% | -0.3% | +45.0% | +44.9% |
| 6M | +81.6% | +7.3% | +74.3% | +64.4% |
| YTD | +118.5% | +13.3% | +105.2% | +83.6% |
| 1Y | +187.0% | +14.8% | +172.2% | +136.8% |
| All | +187.0% | +14.6% | +172.4% | +136.8% |
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 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