+140.2%
GSG vs SPY
+311.3%
-171.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +13.8% | -0.9% | +14.7% | +14.1% |
| 3M | +11.4% | +3.9% | +7.5% | +9.7% |
| 6M | +18.7% | +14.5% | +4.2% | +12.3% |
| YTD | +53.4% | +12.9% | +40.5% | +45.9% |
| 1Y | +55.8% | +19.4% | +36.4% | +44.8% |
| 3Y | +59.0% | +78.5% | -19.4% | +23.9% |
| 5Y | +121.1% | +81.8% | +39.4% | +69.1% |
| 10Y | +140.2% | +311.5% | -171.3% | +26.5% |
| All | +140.2% | +311.3% | -171.1% | +26.5% |
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