-29.3%
GSG vs SPY
+788.8%
-818.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +14.0% | +0.1% | +13.9% | +13.9% |
| 3M | +7.5% | +2.0% | +5.5% | +6.3% |
| 6M | +25.8% | +13.0% | +12.8% | +18.0% |
| YTD | +51.0% | +13.5% | +37.5% | +41.2% |
| 1Y | +53.1% | +20.0% | +33.1% | +39.4% |
| 3Y | +58.2% | +77.2% | -18.9% | +17.7% |
| 5Y | +116.9% | +81.9% | +35.0% | +56.7% |
| 10Y | +145.8% | +314.1% | -168.3% | +13.0% |
| All | -29.3% | +788.8% | -818.0% | -80.0% |
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