-3.4%
GO vs SPY
+14.6%
-18.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.5% | +6.4% |
| 7D | +8.9% | -0.7% | +9.6% | +9.2% |
| 30D | +19.9% | -1.0% | +20.9% | +20.2% |
| 3M | +37.0% | -0.3% | +37.4% | +37.0% |
| 6M | +72.0% | +7.3% | +64.6% | +65.2% |
| YTD | +35.5% | +13.3% | +22.2% | +25.9% |
| 1Y | -3.4% | +14.8% | -18.2% | -10.8% |
| All | -3.4% | +14.6% | -18.0% | -10.8% |
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