+33.0%
GOLY vs SPY
+96.8%
-63.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.3% | -0.4% | +0.6% | +0.4% |
| 30D | -0.3% | -1.4% | +1.0% | +0.1% |
| 3M | +1.8% | +3.7% | -1.9% | +0.9% |
| 6M | -23.4% | +13.0% | -36.4% | -25.5% |
| YTD | -21.1% | +12.4% | -33.5% | -23.1% |
| 1Y | -10.3% | +18.5% | -28.8% | -13.4% |
| 3Y | +67.5% | +77.6% | -10.1% | +51.2% |
| 5Y | +35.0% | +81.7% | -46.7% | +18.7% |
| All | +33.0% | +96.8% | -63.8% | +15.3% |
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