-79.9%
GOGO vs SPY
+81.0%
-160.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.9% |
| 7D | +2.8% | -0.4% | +3.1% | +3.2% |
| 30D | -18.5% | -1.4% | -17.1% | -17.1% |
| 3M | -23.0% | +3.7% | -26.7% | -25.8% |
| 6M | -47.4% | +13.0% | -60.4% | -53.8% |
| YTD | -44.2% | +12.4% | -56.6% | -50.7% |
| 1Y | -75.0% | +18.5% | -93.6% | -79.1% |
| 3Y | -78.2% | +77.6% | -155.8% | -87.4% |
| 5Y | -79.9% | +81.7% | -161.6% | -88.4% |
| All | -79.9% | +81.0% | -160.9% | -88.4% |
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 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