-83.7%
GOOS vs SPY
+72.1%
-155.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.7% |
| 7D | -4.0% | +2.6% | -6.6% | -7.3% |
| 30D | +7.1% | -2.0% | +9.1% | +9.6% |
| 3M | -2.8% | -2.8% | 0.0% | +0.7% |
| 6M | -20.8% | +2.1% | -22.9% | -23.9% |
| YTD | -34.7% | +11.5% | -46.2% | -44.3% |
| 1Y | -37.1% | +13.5% | -50.6% | -47.7% |
| 3Y | -15.6% | +77.7% | -93.3% | -66.3% |
| All | -83.7% | +72.1% | -155.8% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling