+157.2%
GSEU vs SPY
+352.1%
-195.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | -1.9% | -1.4% | -0.5% | -0.8% |
| 3M | +3.3% | +3.7% | -0.4% | +0.2% |
| 6M | +8.0% | +13.0% | -5.0% | -2.1% |
| YTD | +9.1% | +12.4% | -3.3% | -0.7% |
| 1Y | +16.8% | +18.5% | -1.8% | +1.8% |
| 3Y | +63.5% | +77.6% | -14.1% | +1.0% |
| 5Y | +50.3% | +81.7% | -31.4% | -9.6% |
| 10Y | +141.0% | +319.7% | -178.7% | -32.7% |
| All | +157.2% | +352.1% | -195.0% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling