-54.9%
GO vs SPY
+185.3%
-240.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -2.2% | +3.3% | -5.5% | -3.6% |
| 30D | +4.1% | -2.7% | +6.8% | +5.3% |
| 3M | +26.4% | -1.7% | +28.1% | +27.3% |
| 6M | +61.4% | +3.1% | +58.3% | +59.2% |
| YTD | +27.2% | +11.9% | +15.3% | +21.1% |
| 1Y | +12.7% | +12.0% | +0.7% | +7.2% |
| 3Y | -53.2% | +78.2% | -131.3% | -64.3% |
| 5Y | -53.7% | +73.2% | -126.9% | -64.6% |
| All | -54.9% | +185.3% | -240.3% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling