-49.3%
GOOS vs SPY
+77.4%
-126.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -7.7% | +0.1% | -7.8% | -7.7% |
| 3M | -17.4% | +2.0% | -19.4% | -19.2% |
| 6M | -31.0% | +13.0% | -44.0% | -39.6% |
| YTD | -37.1% | +13.5% | -50.7% | -45.0% |
| 1Y | -38.0% | +20.0% | -57.9% | -48.4% |
| All | -49.3% | +77.4% | -126.7% | -73.6% |
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