-2.3%
GOU vs SPY
+13.3%
-15.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +1.5% |
| 7D | +2.0% | +0.5% | +1.4% | +0.5% |
| 30D | -10.1% | -0.9% | -9.2% | -7.6% |
| 3M | -18.2% | +3.9% | -22.1% | -25.2% |
| 6M | +14.1% | +14.5% | -0.5% | -20.0% |
| YTD | +0.7% | +12.9% | -12.3% | -28.0% |
| All | -2.3% | +13.3% | -15.5% | -30.7% |
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