+71.7%
GOF vs SPY
+322.5%
-250.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | -2.1% | -0.8% | -1.4% | -1.8% |
| 30D | -12.9% | -1.1% | -11.8% | -12.4% |
| 3M | -12.0% | +3.9% | -15.9% | -13.6% |
| 6M | -11.1% | +13.6% | -24.7% | -16.4% |
| YTD | -19.0% | +12.7% | -31.7% | -23.5% |
| 1Y | -26.7% | +17.5% | -44.2% | -32.2% |
| 3Y | -7.3% | +76.9% | -84.3% | -30.0% |
| 5Y | -12.0% | +83.6% | -95.6% | -35.4% |
| All | +71.7% | +322.5% | -250.7% | -19.1% |
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