+10.7%
GOLI vs SPY
+39.9%
-29.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +1.2% | +0.5% | +0.6% | +1.1% |
| 30D | +0.4% | -0.9% | +1.4% | +0.6% |
| 3M | +0.7% | +3.9% | -3.2% | +0.2% |
| 6M | -12.0% | +14.5% | -26.5% | -13.2% |
| YTD | -4.1% | +12.9% | -17.0% | -5.4% |
| 1Y | +5.2% | +19.4% | -14.1% | +4.1% |
| All | +10.7% | +39.9% | -29.2% | +10.3% |
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