-34.1%
GOU vs SPY
+9.0%
-43.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +0.6% |
| 7D | +3.0% | -2.7% | +5.7% | +10.0% |
| 30D | -36.4% | -5.4% | -31.0% | -26.0% |
| 3M | -40.7% | -4.1% | -36.6% | -33.5% |
| 6M | -55.1% | +0.7% | -55.8% | -55.6% |
| YTD | -32.2% | +8.7% | -40.8% | -46.1% |
| All | -34.1% | +9.0% | -43.1% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling