+327.9%
GOEX vs SPY
+311.8%
+16.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.7% |
| 7D | +1.7% | -0.9% | +2.7% | +2.2% |
| 30D | -6.7% | -2.4% | -4.3% | -5.3% |
| 3M | -9.3% | -1.2% | -8.1% | -8.5% |
| 6M | -13.7% | +3.3% | -17.0% | -14.7% |
| YTD | -4.1% | +12.3% | -16.4% | -9.0% |
| 1Y | +12.7% | +12.4% | +0.2% | +6.9% |
| 3Y | +268.1% | +78.8% | +189.3% | +176.6% |
| 5Y | +149.0% | +75.2% | +73.8% | +86.0% |
| 10Y | +327.9% | +311.1% | +16.8% | +196.9% |
| All | +327.9% | +311.8% | +16.1% | +196.9% |
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