-35.1%
GOOS vs SPY
+14.6%
-49.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +5.6% |
| 7D | +14.5% | -0.7% | +15.2% | +15.5% |
| 30D | +16.9% | -1.0% | +18.0% | +18.4% |
| 3M | +1.1% | -0.3% | +1.5% | +1.5% |
| 6M | -20.2% | +7.3% | -27.5% | -29.4% |
| YTD | -31.2% | +13.3% | -44.5% | -43.9% |
| 1Y | -35.1% | +14.8% | -49.8% | -48.5% |
| All | -35.1% | +14.6% | -49.7% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling