+80.4%
GOOY vs SPY
+74.0%
+6.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.6% |
| 7D | +0.2% | -0.8% | +1.0% | +0.9% |
| 30D | -0.1% | -1.1% | +1.0% | +0.9% |
| 3M | -5.1% | +3.9% | -8.9% | -8.2% |
| 6M | +7.8% | +13.6% | -5.8% | -3.6% |
| YTD | +8.1% | +12.7% | -4.5% | -2.7% |
| 1Y | +32.8% | +17.5% | +15.3% | +15.3% |
| 3Y | +78.3% | +76.9% | +1.4% | +6.1% |
| All | +80.4% | +74.0% | +6.4% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling