+123.1%
GORO vs SPY
+79.8%
+43.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.5% |
| 7D | -11.9% | -2.0% | -9.9% | -12.2% |
| 30D | +46.3% | -1.7% | +48.0% | +45.8% |
| 3M | -16.6% | +4.7% | -21.3% | -15.8% |
| 6M | -20.3% | +12.5% | -32.8% | -18.4% |
| YTD | -21.7% | +11.7% | -33.4% | -19.9% |
| 1Y | +13.0% | +17.5% | -4.5% | +17.2% |
| 3Y | +2,875.0% | +76.6% | +2,798.4% | +3,513.2% |
| 5Y | +123.1% | +82.0% | +41.1% | +188.5% |
| All | +123.1% | +79.8% | +43.4% | +188.5% |
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