+111.1%
GOOP vs SPY
+88.3%
+22.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -3.2% | -2.0% | -1.2% | -1.2% |
| 30D | -3.9% | -1.7% | -2.2% | -2.2% |
| 3M | -12.1% | +4.7% | -16.9% | -15.9% |
| 6M | +2.6% | +12.5% | -10.0% | -8.3% |
| YTD | -1.8% | +11.7% | -13.6% | -11.7% |
| 1Y | +21.3% | +17.5% | +3.8% | +4.3% |
| All | +111.1% | +88.3% | +22.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling