-78.5%
GOGO vs SPY
+72.1%
-150.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.2% |
| 7D | -15.8% | +2.6% | -18.4% | -18.6% |
| 30D | +55.0% | -2.0% | +57.0% | +59.5% |
| 3M | +17.6% | -2.8% | +20.4% | +22.6% |
| 6M | -21.2% | +2.1% | -23.3% | -22.1% |
| YTD | -29.8% | +11.5% | -41.3% | -37.3% |
| 1Y | -54.2% | +13.5% | -67.7% | -59.8% |
| 3Y | -67.9% | +77.7% | -145.6% | -82.0% |
| All | -78.5% | +72.1% | -150.6% | -87.9% |
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