+604.6%
GKOS vs SPY
+317.5%
+287.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.4% | -6.4% | -5.6% |
| 7D | -9.3% | -4.7% | -4.6% | -3.5% |
| 30D | +36.1% | -5.9% | +42.1% | +46.8% |
| 3M | +28.7% | -4.5% | +33.2% | +36.3% |
| 6M | +64.9% | +1.8% | +63.1% | +60.5% |
| YTD | +94.8% | +8.3% | +86.5% | +76.4% |
| 1Y | +160.8% | +9.3% | +151.4% | +133.7% |
| 3Y | +242.6% | +74.9% | +167.7% | +78.0% |
| 5Y | +286.0% | +67.3% | +218.7% | +112.3% |
| 10Y | +584.4% | +311.6% | +272.9% | +30.9% |
| All | +604.6% | +317.5% | +287.1% | +25.1% |
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