+0.7%
GOF vs SPY
+72.2%
-71.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | +5.4% | -3.7% | +9.1% | +7.2% |
| 3M | -9.5% | -2.7% | -6.8% | -8.4% |
| 6M | -11.9% | +2.2% | -14.1% | -12.7% |
| YTD | -16.2% | +10.8% | -27.1% | -19.9% |
| 1Y | -16.0% | +11.2% | -27.2% | -19.8% |
| 3Y | +15.4% | +76.5% | -61.0% | -10.0% |
| 5Y | +0.7% | +72.9% | -72.2% | -22.0% |
| All | +0.7% | +72.2% | -71.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling