+86.2%
GOOP vs SPY
+88.0%
-1.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | +4.0% | +2.6% | +1.4% | +1.3% |
| 30D | -16.0% | -2.0% | -14.0% | -14.3% |
| 3M | -15.9% | -2.8% | -13.1% | -13.4% |
| 6M | -32.1% | +2.1% | -34.3% | -33.4% |
| YTD | -13.4% | +11.5% | -24.9% | -21.9% |
| 1Y | -4.3% | +13.5% | -17.8% | -15.0% |
| 3Y | +77.1% | +77.7% | -0.6% | +8.5% |
| All | +86.2% | +88.0% | -1.8% | +10.5% |
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