-27.8%
GOU vs SPY
+12.2%
-40.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +4.3% |
| 7D | +11.3% | +3.3% | +8.0% | +2.2% |
| 30D | -31.4% | -2.7% | -28.7% | -25.9% |
| 3M | -28.8% | -1.7% | -27.0% | -24.9% |
| 6M | -47.7% | +3.1% | -50.8% | -51.2% |
| YTD | -25.6% | +11.9% | -37.5% | -45.2% |
| All | -27.8% | +12.2% | -40.0% | -47.3% |
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