-18.3%
GSHD vs SPY
+76.5%
-94.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.2% |
| 7D | -18.0% | -0.4% | -17.7% | -17.8% |
| 30D | -12.6% | -1.4% | -11.3% | -11.9% |
| 3M | +57.0% | +3.7% | +53.3% | +53.2% |
| 6M | +17.8% | +13.0% | +4.8% | +7.2% |
| YTD | -23.4% | +12.4% | -35.8% | -30.1% |
| 1Y | -30.0% | +18.5% | -48.6% | -39.0% |
| All | -18.3% | +76.5% | -94.9% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling