+59.1%
GOOX vs SPY
+18.1%
+41.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +0.5% |
| 7D | 0.0% | -0.8% | +0.8% | +2.1% |
| 30D | -4.7% | -1.1% | -3.7% | -1.9% |
| 3M | -16.1% | +3.9% | -20.0% | -23.2% |
| 6M | +5.5% | +13.6% | -8.1% | -23.5% |
| YTD | -0.8% | +12.7% | -13.5% | -26.8% |
| 1Y | +59.1% | +17.5% | +41.6% | +0.8% |
| All | +59.1% | +18.1% | +41.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling