+64.5%
GOP vs SPY
+88.5%
-24.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | -4.8% | -2.7% | -2.1% | -2.5% |
| 30D | -10.2% | -5.4% | -4.8% | -5.9% |
| 3M | -8.9% | -4.1% | -4.8% | -5.5% |
| 6M | -7.3% | +0.7% | -8.0% | -7.6% |
| YTD | +11.4% | +8.7% | +2.7% | +4.5% |
| 1Y | +13.1% | +10.9% | +2.2% | +4.4% |
| 3Y | +65.8% | +75.0% | -9.2% | +3.8% |
| All | +64.5% | +88.5% | -24.1% | -3.4% |
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 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