+69.5%
GOP vs SPY
+93.0%
-23.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +1.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -7.2% | -3.3% | -3.9% | -4.5% |
| 3M | -6.5% | -2.4% | -4.1% | -4.5% |
| 6M | -4.4% | +2.6% | -7.0% | -6.2% |
| YTD | +14.8% | +11.2% | +3.5% | +5.5% |
| 1Y | +15.9% | +13.4% | +2.5% | +5.0% |
| 3Y | +73.3% | +79.9% | -6.6% | +6.0% |
| All | +69.5% | +93.0% | -23.5% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling