+7.4%
GOOG vs SPYG
+19.7%
-12.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | -1.6% | +0.3% | -1.9% | -1.9% |
| 30D | -7.7% | -1.7% | -6.0% | -6.1% |
| 3M | -9.3% | +3.6% | -12.9% | -12.2% |
| 6M | +7.4% | +16.6% | -9.2% | -10.2% |
| All | +7.4% | +19.7% | -12.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 6mo: compounded portfolio wealth divided by compounded SPYG 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…
6mo analysis · Full analysis span regression · 6 months rolling