+13.0%
GORO vs SPY
+17.2%
-4.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -11.9% | -2.0% | -9.9% | -11.4% |
| 30D | +46.3% | -1.7% | +48.0% | +46.9% |
| 3M | -16.6% | +4.7% | -21.3% | -16.2% |
| 6M | -20.3% | +12.5% | -32.8% | -20.5% |
| YTD | -21.7% | +11.7% | -33.4% | -21.9% |
| 1Y | +13.0% | +17.5% | -4.5% | +13.2% |
| All | +13.0% | +17.2% | -4.3% | +13.2% |
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