-78.1%
GOGO vs SPY
+76.5%
-154.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.8% |
| 7D | +2.8% | -0.4% | +3.1% | +3.4% |
| 30D | -18.5% | -1.4% | -17.1% | -16.8% |
| 3M | -23.0% | +3.7% | -26.7% | -26.6% |
| 6M | -47.4% | +13.0% | -60.4% | -55.4% |
| YTD | -44.2% | +12.4% | -56.6% | -52.4% |
| 1Y | -75.0% | +18.5% | -93.6% | -80.2% |
| All | -78.1% | +76.5% | -154.7% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling