+120.9%
GSBC vs SPY
+311.8%
-190.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -1.2% |
| 7D | -1.4% | -0.9% | -0.5% | -0.8% |
| 30D | +5.3% | -2.4% | +7.6% | +7.2% |
| 3M | +2.2% | -1.2% | +3.3% | +2.9% |
| 6M | +19.6% | +3.3% | +16.3% | +15.6% |
| YTD | +34.9% | +12.3% | +22.7% | +21.3% |
| 1Y | +43.9% | +12.4% | +31.4% | +29.0% |
| 3Y | +74.9% | +78.8% | -3.9% | +4.9% |
| 5Y | +59.3% | +75.2% | -15.9% | -4.2% |
| 10Y | +120.9% | +311.1% | -190.2% | -53.2% |
| All | +120.9% | +311.8% | -190.8% | -53.2% |
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 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