+156.7%
GSBC vs SPY
+312.9%
-156.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -0.6% | -2.7% | +2.1% | +1.7% |
| 30D | +3.8% | -5.4% | +9.2% | +8.6% |
| 3M | -0.3% | -4.1% | +3.8% | +3.0% |
| 6M | +16.5% | +0.7% | +15.8% | +15.0% |
| YTD | +33.6% | +8.7% | +24.9% | +23.4% |
| 1Y | +45.2% | +10.9% | +34.3% | +31.7% |
| 3Y | +68.5% | +75.0% | -6.5% | +2.8% |
| 5Y | +58.6% | +67.8% | -9.2% | -1.0% |
| All | +156.7% | +312.9% | -156.2% | -45.6% |
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