+168.3%
GORO vs SPY
+72.1%
+96.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.9% |
| 7D | +2.2% | +2.6% | -0.4% | +2.4% |
| 30D | 0.0% | -2.0% | +2.0% | -0.2% |
| 3M | +15.0% | -2.8% | +17.8% | +14.5% |
| 6M | -28.1% | +2.1% | -30.3% | -27.9% |
| YTD | -29.4% | +11.5% | -40.9% | -28.1% |
| 1Y | -15.3% | +13.5% | -28.7% | -13.4% |
| 3Y | +2,583.3% | +77.7% | +2,505.6% | +3,005.4% |
| All | +168.3% | +72.1% | +96.2% | +223.4% |
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