-2.2%
GOU vs SPY
+13.9%
-16.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.2% |
| 30D | -14.0% | +0.1% | -14.0% | -14.0% |
| 3M | -22.1% | +2.0% | -24.1% | -25.3% |
| 6M | +10.3% | +13.0% | -2.7% | -21.2% |
| YTD | +0.7% | +13.5% | -12.8% | -29.0% |
| All | -2.2% | +13.9% | -16.1% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling