+7.6%
GOEX vs SPY
+723.7%
-716.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | -6.7% | +2.6% | -9.3% | -8.1% |
| 30D | -5.1% | -2.0% | -3.1% | -3.9% |
| 3M | -12.6% | -2.8% | -9.8% | -10.9% |
| 6M | -18.5% | +2.1% | -20.6% | -18.9% |
| YTD | -9.1% | +11.5% | -20.6% | -13.6% |
| 1Y | +6.2% | +13.5% | -7.2% | 0.0% |
| 3Y | +250.3% | +77.7% | +172.6% | +157.2% |
| 5Y | +135.0% | +72.6% | +62.4% | +73.7% |
| 10Y | +305.6% | +308.2% | -2.5% | +86.5% |
| All | +7.6% | +723.7% | -716.2% | -73.9% |
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 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