-11.2%
GOF vs SPY
+81.0%
-92.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -1.9% | -0.4% | -1.6% | -1.8% |
| 30D | -12.2% | -1.4% | -10.8% | -11.6% |
| 3M | -12.1% | +3.7% | -15.9% | -13.5% |
| 6M | -9.9% | +13.0% | -22.9% | -14.6% |
| YTD | -18.7% | +12.4% | -31.1% | -22.7% |
| 1Y | -27.0% | +18.5% | -45.6% | -32.3% |
| 3Y | -6.2% | +77.6% | -83.8% | -26.9% |
| 5Y | -11.2% | +81.7% | -92.8% | -32.1% |
| All | -11.2% | +81.0% | -92.2% | -32.1% |
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 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