-54.0%
GO vs SPY
+186.4%
-240.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -7.0% |
| 7D | -4.2% | -0.9% | -3.3% | -3.8% |
| 30D | +10.1% | -2.4% | +12.4% | +11.2% |
| 3M | +33.5% | -1.2% | +34.6% | +34.1% |
| 6M | +67.1% | +3.3% | +63.8% | +64.6% |
| YTD | +29.9% | +12.3% | +17.6% | +23.4% |
| 1Y | +14.2% | +12.4% | +1.7% | +8.4% |
| 3Y | -52.2% | +78.8% | -131.0% | -63.6% |
| 5Y | -50.4% | +75.2% | -125.6% | -62.2% |
| All | -54.0% | +186.4% | -240.3% | -72.4% |
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