+258.3%
GOEX vs SPY
+318.9%
-60.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.0% |
| 7D | -5.4% | -2.0% | -3.4% | -4.3% |
| 30D | +6.0% | -1.7% | +7.6% | +7.1% |
| 3M | +36.9% | +4.7% | +32.2% | +33.8% |
| 6M | -6.9% | +12.5% | -19.4% | -12.0% |
| YTD | +12.0% | +11.7% | +0.3% | +6.4% |
| 1Y | +51.8% | +17.5% | +34.3% | +40.7% |
| 3Y | +304.6% | +76.6% | +228.1% | +204.8% |
| 5Y | +243.4% | +82.0% | +161.3% | +152.1% |
| All | +258.3% | +318.9% | -60.6% | +106.7% |
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 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