+137.1%
GSG vs SPY
+315.0%
-177.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -6.0% | -3.3% | -2.6% | -5.0% |
| 3M | +9.1% | -2.4% | +11.6% | +9.8% |
| 6M | +3.4% | +2.6% | +0.9% | +2.0% |
| YTD | +47.1% | +11.2% | +35.9% | +40.4% |
| 1Y | +47.0% | +13.4% | +33.6% | +39.2% |
| 3Y | +64.2% | +79.9% | -15.7% | +27.4% |
| 5Y | +90.0% | +72.2% | +17.8% | +48.9% |
| 10Y | +137.1% | +307.3% | -170.2% | +36.7% |
| All | +137.1% | +315.0% | -177.9% | +36.7% |
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