-51.4%
GO vs SPY
+183.7%
-235.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.7% |
| 7D | +4.8% | +0.1% | +4.8% | +4.9% |
| 30D | +16.0% | -3.3% | +19.3% | +17.7% |
| 3M | +40.0% | -2.4% | +42.4% | +41.5% |
| 6M | +69.4% | +2.6% | +66.8% | +67.4% |
| YTD | +37.3% | +11.2% | +26.1% | +31.1% |
| 1Y | +14.2% | +13.4% | +0.8% | +8.0% |
| 3Y | -48.8% | +79.9% | -128.7% | -61.1% |
| 5Y | -40.1% | +72.2% | -112.3% | -54.1% |
| All | -51.4% | +183.7% | -235.0% | -70.7% |
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