+28.9%
GOLY vs SPY
+97.3%
-68.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | -3.8% | -0.8% | -3.0% | -3.6% |
| 30D | -4.2% | -1.1% | -3.2% | -3.9% |
| 3M | -0.6% | +3.9% | -4.4% | -1.5% |
| 6M | -27.9% | +13.6% | -41.5% | -30.0% |
| YTD | -23.5% | +12.7% | -36.2% | -25.6% |
| 1Y | -13.5% | +17.5% | -31.0% | -16.4% |
| 3Y | +62.2% | +76.9% | -14.7% | +46.4% |
| 5Y | +31.0% | +83.6% | -52.6% | +14.9% |
| All | +28.9% | +97.3% | -68.4% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling