+294.5%
GSHD vs SPY
+222.0%
+72.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.8% |
| 7D | -15.9% | -2.0% | -13.9% | -13.8% |
| 30D | -13.6% | -1.7% | -11.9% | -11.9% |
| 3M | +46.1% | +4.7% | +41.4% | +37.4% |
| 6M | +22.2% | +12.5% | +9.7% | +4.1% |
| YTD | -23.4% | +11.7% | -35.1% | -34.4% |
| 1Y | -29.0% | +17.5% | -46.4% | -43.0% |
| 3Y | -17.2% | +76.6% | -93.7% | -61.2% |
| 5Y | -61.2% | +82.0% | -143.2% | -81.5% |
| All | +294.5% | +222.0% | +72.5% | -0.4% |
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