+351.2%
GOF vs SPY
+636.9%
-285.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -9.2% | +0.1% | -9.3% | -9.2% |
| 3M | -11.0% | +2.0% | -13.0% | -11.9% |
| 6M | -12.4% | +13.0% | -25.4% | -17.6% |
| YTD | -17.3% | +13.5% | -30.8% | -22.4% |
| 1Y | -25.5% | +20.0% | -45.4% | -32.0% |
| 3Y | -3.5% | +77.2% | -80.6% | -28.0% |
| 5Y | -9.2% | +81.9% | -91.0% | -33.9% |
| 10Y | +75.8% | +314.1% | -238.2% | -17.9% |
| All | +351.2% | +636.9% | -285.7% | +37.4% |
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