-93.1%
GORO vs SPY
+652.7%
-745.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +13.7% | +0.1% | +13.6% | +13.7% |
| 30D | +92.1% | +0.1% | +92.1% | +92.3% |
| 3M | -2.1% | +2.0% | -4.1% | -2.9% |
| 6M | -7.4% | +13.0% | -20.4% | -11.8% |
| YTD | -9.0% | +13.5% | -22.5% | -13.6% |
| 1Y | +33.0% | +20.0% | +13.0% | +23.1% |
| 3Y | +3,358.3% | +77.2% | +3,281.1% | +2,522.7% |
| 5Y | +159.4% | +81.9% | +77.5% | +91.0% |
| 10Y | -54.9% | +314.1% | -368.9% | -78.6% |
| All | -93.1% | +652.7% | -745.8% | -97.7% |
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