-78.5%
GOGO vs SPY
+322.5%
-400.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.2% |
| 7D | -7.7% | -0.8% | -7.0% | -6.9% |
| 30D | -7.4% | -1.1% | -6.4% | -6.2% |
| 3M | -28.0% | +3.9% | -31.9% | -30.8% |
| 6M | -42.8% | +13.6% | -56.4% | -50.2% |
| YTD | -43.8% | +12.7% | -56.5% | -50.6% |
| 1Y | -74.7% | +17.5% | -92.2% | -78.7% |
| 3Y | -77.9% | +76.9% | -154.9% | -87.8% |
| 5Y | -79.4% | +83.6% | -163.0% | -89.2% |
| All | -78.5% | +322.5% | -400.9% | -95.5% |
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