+80.1%
GOF vs SPY
+308.5%
-228.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -1.2% | +3.3% | -4.5% | -2.7% |
| 30D | +2.1% | -2.7% | +4.8% | +3.5% |
| 3M | -12.4% | -1.7% | -10.7% | -11.7% |
| 6M | -14.7% | +3.1% | -17.8% | -15.9% |
| YTD | -18.6% | +11.9% | -30.5% | -22.9% |
| 1Y | -18.3% | +12.0% | -30.2% | -22.6% |
| 3Y | +12.1% | +78.2% | -66.0% | -15.4% |
| 5Y | -2.4% | +73.2% | -75.6% | -26.1% |
| All | +80.1% | +308.5% | -228.4% | -10.1% |
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