+355.8%
GSHD vs SPY
+227.3%
+128.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | -8.5% | +0.1% | -8.6% | -8.6% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | +82.0% | +2.0% | +80.1% | +75.7% |
| 6M | +28.5% | +13.0% | +15.5% | +8.9% |
| YTD | -11.5% | +13.5% | -25.0% | -25.6% |
| 1Y | -22.5% | +20.0% | -42.5% | -39.4% |
| 3Y | -1.6% | +77.2% | -78.8% | -54.0% |
| 5Y | -53.9% | +81.9% | -135.8% | -78.1% |
| All | +355.8% | +227.3% | +128.5% | +12.8% |
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