-30.0%
GSG vs SPY
+750.6%
-780.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.9% | -2.7% | -4.2% | -5.9% |
| 30D | -3.3% | -5.4% | +2.1% | -1.0% |
| 3M | +10.9% | -4.1% | +15.0% | +12.7% |
| 6M | +4.9% | +0.7% | +4.2% | +4.0% |
| YTD | +49.4% | +8.7% | +40.8% | +42.2% |
| 1Y | +49.5% | +10.9% | +38.6% | +40.9% |
| 3Y | +59.1% | +75.0% | -15.9% | +18.7% |
| 5Y | +95.5% | +67.8% | +27.7% | +46.5% |
| 10Y | +144.2% | +312.9% | -168.6% | +11.8% |
| All | -30.0% | +750.6% | -780.6% | -79.9% |
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