+71.8%
GSBC vs SPY
+82.0%
-10.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | +11.3% | +2.0% | +9.4% | +9.7% |
| 6M | +29.4% | +13.0% | +16.4% | +19.1% |
| YTD | +32.0% | +13.5% | +18.4% | +21.0% |
| 1Y | +28.1% | +20.0% | +8.2% | +13.2% |
| 3Y | +69.4% | +77.2% | -7.8% | +18.7% |
| All | +71.8% | +82.0% | -10.3% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling