+13.1%
GOODO vs SPY
+92.7%
-79.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -5.8% | -2.0% | -3.8% | -5.4% |
| 30D | -4.4% | -1.7% | -2.8% | -4.1% |
| 3M | -0.9% | +4.7% | -5.7% | -1.9% |
| 6M | +1.9% | +12.5% | -10.6% | -0.7% |
| YTD | -0.3% | +11.7% | -12.0% | -2.7% |
| 1Y | +2.7% | +17.5% | -14.8% | -0.9% |
| 3Y | +29.2% | +76.6% | -47.4% | +11.7% |
| 5Y | +4.1% | +82.0% | -77.9% | -12.3% |
| All | +13.1% | +92.7% | -79.6% | -5.9% |
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