-43.6%
GOOS vs SPY
+266.4%
-310.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | -0.3% |
| 7D | +9.3% | +0.1% | +9.2% | +8.9% |
| 30D | +14.5% | -3.3% | +17.8% | +19.5% |
| 3M | +3.4% | -2.4% | +5.8% | +6.6% |
| 6M | -23.9% | +2.6% | -26.5% | -27.2% |
| YTD | -30.0% | +11.2% | -41.2% | -39.7% |
| 1Y | -28.0% | +13.4% | -41.3% | -39.6% |
| 3Y | -11.8% | +79.9% | -91.7% | -62.4% |
| 5Y | -82.0% | +72.2% | -154.2% | -91.4% |
| All | -43.6% | +266.4% | -310.0% | -90.2% |
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