+78.0%
GOOY vs SPY
+72.6%
+5.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | -2.0% | -2.0% | -0.1% | -0.2% |
| 30D | -1.6% | -1.7% | 0.0% | -0.1% |
| 3M | -5.6% | +4.7% | -10.4% | -9.4% |
| 6M | +6.8% | +12.5% | -5.7% | -3.7% |
| YTD | +6.7% | +11.7% | -5.0% | -3.3% |
| 1Y | +31.7% | +17.5% | +14.2% | +14.4% |
| 3Y | +77.0% | +76.6% | +0.4% | +5.4% |
| All | +78.0% | +72.6% | +5.5% | +9.5% |
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