-45.2%
GOOS vs SPY
+258.0%
-303.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.1% |
| 7D | +9.6% | -2.7% | +12.3% | +13.4% |
| 30D | +16.7% | -5.4% | +22.1% | +25.4% |
| 3M | +2.8% | -4.1% | +6.9% | +8.4% |
| 6M | -26.6% | +0.7% | -27.4% | -28.1% |
| YTD | -32.0% | +8.7% | -40.6% | -39.5% |
| 1Y | -27.8% | +10.9% | -38.7% | -37.7% |
| 3Y | -12.9% | +75.0% | -87.9% | -61.4% |
| 5Y | -81.7% | +67.8% | -149.5% | -91.0% |
| All | -45.2% | +258.0% | -303.2% | -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