-60.4%
GO vs SPY
+186.6%
-247.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.7% |
| 7D | -6.0% | -0.4% | -5.6% | -5.8% |
| 30D | +14.9% | -1.4% | +16.2% | +15.6% |
| 3M | +27.3% | +3.7% | +23.6% | +25.3% |
| 6M | +85.7% | +13.0% | +72.7% | +76.0% |
| YTD | +11.8% | +12.4% | -0.6% | +6.2% |
| 1Y | -35.7% | +18.5% | -54.2% | -40.3% |
| 3Y | -63.2% | +77.6% | -140.8% | -71.9% |
| 5Y | -54.8% | +81.7% | -136.5% | -66.2% |
| All | -60.4% | +186.6% | -247.0% | -76.3% |
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