-82.8%
GOGO vs SPY
+498.3%
-581.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.5% |
| 7D | +7.8% | +0.5% | +7.3% | +7.2% |
| 30D | -24.3% | -0.9% | -23.4% | -23.4% |
| 3M | -20.4% | +3.9% | -24.3% | -23.6% |
| 6M | -47.4% | +14.5% | -61.9% | -54.9% |
| YTD | -41.0% | +12.9% | -53.9% | -48.4% |
| 1Y | -74.4% | +19.4% | -93.8% | -79.0% |
| 3Y | -76.9% | +78.5% | -155.4% | -87.6% |
| 5Y | -79.2% | +81.8% | -160.9% | -89.2% |
| 10Y | -77.7% | +311.5% | -389.2% | -95.4% |
| All | -82.8% | +498.3% | -581.1% | -98.2% |
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