+468.4%
GKOS vs SPY
+337.6%
+130.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | +3.8% | +0.1% | +3.8% | +3.8% |
| 3M | +45.8% | +2.0% | +43.8% | +41.7% |
| 6M | +53.8% | +13.0% | +40.8% | +32.4% |
| YTD | +57.2% | +13.5% | +43.6% | +34.3% |
| 1Y | +96.9% | +20.0% | +76.9% | +57.1% |
| 3Y | +137.0% | +77.2% | +59.8% | +20.5% |
| 5Y | +200.3% | +81.9% | +118.5% | +49.5% |
| 10Y | +478.3% | +314.1% | +164.2% | +9.2% |
| All | +468.4% | +337.6% | +130.8% | -4.7% |
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