+80.9%
GOOW vs SPY
+21.5%
+59.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.1% |
| 7D | -2.4% | -0.4% | -2.0% | -1.8% |
| 30D | -9.1% | -1.4% | -7.8% | -7.0% |
| 3M | -12.3% | +3.7% | -16.0% | -17.1% |
| 6M | +6.6% | +13.0% | -6.4% | -12.8% |
| YTD | +3.1% | +12.4% | -9.3% | -15.1% |
| 1Y | +39.8% | +18.5% | +21.3% | +4.6% |
| All | +80.9% | +21.5% | +59.4% | +29.4% |
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