-99.3%
GOSS vs SPY
+206.6%
-305.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.3% |
| 7D | -5.9% | -2.7% | -3.2% | -2.4% |
| 30D | -4.0% | -5.4% | +1.4% | +3.1% |
| 3M | -31.4% | -4.1% | -27.3% | -27.4% |
| 6M | -65.1% | +0.7% | -65.8% | -65.2% |
| YTD | -96.1% | +8.7% | -104.7% | -96.2% |
| 1Y | -94.7% | +10.9% | -105.6% | -95.1% |
| 3Y | -79.1% | +75.0% | -154.1% | -88.3% |
| 5Y | -99.1% | +67.8% | -166.9% | -99.4% |
| All | -99.3% | +206.6% | -305.9% | -99.8% |
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