-32.8%
GOU vs SPY
+11.6%
-44.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | -4.0% |
| 7D | +6.0% | +0.1% | +5.9% | +5.1% |
| 30D | -35.4% | -3.3% | -32.0% | -29.0% |
| 3M | -38.2% | -2.4% | -35.8% | -33.6% |
| 6M | -54.6% | +2.6% | -57.1% | -57.1% |
| YTD | -30.8% | +11.2% | -42.0% | -48.2% |
| All | -32.8% | +11.6% | -44.3% | -50.2% |
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