-55.6%
GO vs SPY
+184.3%
-239.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.6% | +2.6% | -5.2% | -3.7% |
| 30D | -0.6% | -2.0% | +1.4% | +0.2% |
| 3M | +17.1% | -2.8% | +19.9% | +18.5% |
| 6M | +63.4% | +2.1% | +61.3% | +61.8% |
| YTD | +25.2% | +11.5% | +13.8% | +19.4% |
| 1Y | +13.0% | +13.5% | -0.4% | +6.9% |
| 3Y | -54.8% | +77.7% | -132.5% | -65.5% |
| 5Y | -54.4% | +72.6% | -127.0% | -65.1% |
| All | -55.6% | +184.3% | -239.9% | -73.3% |
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