-51.8%
GOOS vs SPY
+272.0%
-323.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.0% |
| 7D | -4.1% | +0.5% | -4.6% | -4.8% |
| 30D | -11.6% | -0.9% | -10.7% | -10.4% |
| 3M | -21.8% | +3.9% | -25.7% | -26.0% |
| 6M | -30.7% | +14.5% | -45.3% | -42.8% |
| YTD | -40.2% | +12.9% | -53.1% | -49.3% |
| 1Y | -48.7% | +19.4% | -68.0% | -59.7% |
| 3Y | -49.5% | +78.5% | -128.0% | -78.1% |
| 5Y | -79.6% | +81.8% | -161.3% | -90.9% |
| All | -51.8% | +272.0% | -323.8% | -91.8% |
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