-80.0%
GOTU vs SPY
+200.3%
-280.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -4.5% | -0.8% | -3.8% | -3.9% |
| 30D | +22.1% | -1.1% | +23.2% | +23.0% |
| 3M | +42.9% | +3.9% | +39.0% | +38.2% |
| 6M | -1.4% | +13.6% | -15.0% | -11.2% |
| YTD | -9.5% | +12.7% | -22.2% | -17.8% |
| 1Y | -42.5% | +17.5% | -60.0% | -49.5% |
| 3Y | -20.2% | +76.9% | -97.1% | -49.6% |
| 5Y | -20.5% | +83.6% | -104.0% | -50.3% |
| All | -80.0% | +200.3% | -280.2% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling