-17.4%
GOOS vs SPY
+78.7%
-96.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | -7.6% | +3.3% | -10.9% | -10.6% |
| 30D | +3.1% | -2.7% | +5.8% | +5.8% |
| 3M | -4.2% | -1.7% | -2.4% | -2.6% |
| 6M | -24.4% | +3.1% | -27.5% | -27.2% |
| YTD | -36.1% | +11.9% | -48.0% | -43.3% |
| 1Y | -38.3% | +12.0% | -50.2% | -45.3% |
| All | -17.4% | +78.7% | -96.1% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling