+115.7%
GOOP vs SPY
+90.0%
+25.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.8% |
| 30D | -1.7% | -1.1% | -0.6% | -0.6% |
| 3M | -10.4% | +3.9% | -14.3% | -13.6% |
| 6M | +4.3% | +13.6% | -9.3% | -7.6% |
| YTD | +0.3% | +12.7% | -12.4% | -10.5% |
| 1Y | +23.6% | +17.5% | +6.1% | +6.2% |
| All | +115.7% | +90.0% | +25.7% | +26.5% |
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