+335.6%
GOAU vs SPY
+260.9%
+74.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.2% |
| 7D | -3.7% | -0.8% | -2.9% | -3.3% |
| 30D | +6.0% | -1.1% | +7.0% | +6.7% |
| 3M | +26.0% | +3.9% | +22.2% | +23.6% |
| 6M | -3.6% | +13.6% | -17.2% | -9.4% |
| YTD | +12.2% | +12.7% | -0.4% | +6.0% |
| 1Y | +30.0% | +17.5% | +12.4% | +20.3% |
| 3Y | +221.0% | +76.9% | +144.1% | +139.8% |
| 5Y | +191.6% | +83.6% | +108.0% | +111.2% |
| All | +335.6% | +260.9% | +74.7% | +185.0% |
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