+381.7%
GKOS vs SPY
+74.6%
+307.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +3.1% |
| 7D | +0.2% | -0.9% | +1.1% | +1.8% |
| 30D | +47.1% | -2.4% | +49.5% | +51.8% |
| 3M | +35.8% | -1.2% | +37.0% | +38.1% |
| 6M | +82.6% | +3.3% | +79.3% | +75.0% |
| YTD | +118.9% | +12.3% | +106.6% | +90.1% |
| 1Y | +175.0% | +12.4% | +162.5% | +138.5% |
| 3Y | +308.3% | +78.8% | +229.4% | +111.3% |
| 5Y | +381.7% | +75.2% | +306.5% | +158.4% |
| All | +381.7% | +74.6% | +307.1% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling