+58.6%
GOOD vs SPY
+322.5%
-263.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.4% |
| 30D | -1.5% | -1.1% | -0.5% | -0.6% |
| 3M | +2.9% | +3.9% | -0.9% | -0.9% |
| 6M | +8.8% | +13.6% | -4.8% | -3.6% |
| YTD | +27.2% | +12.7% | +14.6% | +13.3% |
| 1Y | +7.3% | +17.5% | -10.2% | -8.3% |
| 3Y | +24.5% | +76.9% | -52.4% | -29.6% |
| 5Y | -11.1% | +83.6% | -94.6% | -52.3% |
| All | +58.6% | +322.5% | -263.8% | -62.0% |
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