+315.6%
GOEX vs SPY
+78.7%
+236.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.0% |
| 7D | +4.5% | +0.5% | +3.9% | +4.0% |
| 30D | +9.9% | -0.9% | +10.8% | +10.9% |
| 3M | +31.6% | +3.9% | +27.7% | +27.7% |
| 6M | -2.5% | +14.5% | -17.0% | -11.7% |
| YTD | +15.0% | +12.9% | +2.1% | +5.3% |
| 1Y | +57.2% | +19.4% | +37.8% | +39.2% |
| 3Y | +315.6% | +78.5% | +237.2% | +162.4% |
| All | +315.6% | +78.7% | +236.9% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling