+143.1%
GSG vs SPY
+311.8%
-168.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | -7.1% | -2.4% | -4.8% | -6.5% |
| 3M | +4.0% | -1.2% | +5.1% | +4.2% |
| 6M | +0.4% | +3.3% | -2.9% | -1.2% |
| YTD | +46.7% | +12.3% | +34.4% | +39.5% |
| 1Y | +43.1% | +12.4% | +30.7% | +36.0% |
| 3Y | +62.1% | +78.8% | -16.8% | +26.2% |
| 5Y | +91.2% | +75.2% | +16.0% | +48.8% |
| 10Y | +143.1% | +311.1% | -168.0% | +41.8% |
| All | +143.1% | +311.8% | -168.6% | +41.8% |
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 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