+122.7%
GSPY vs SPY
+117.9%
+4.9%
-23.3%
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% | 0.0% |
| 7D | +2.5% | +2.6% | -0.1% | +0.1% |
| 30D | -1.9% | -2.0% | +0.1% | 0.0% |
| 3M | -2.2% | -2.8% | +0.6% | +0.5% |
| 6M | +4.5% | +2.1% | +2.3% | +2.3% |
| YTD | +13.7% | +11.5% | +2.2% | +2.4% |
| 1Y | +18.7% | +13.5% | +5.2% | +5.1% |
| 3Y | +79.4% | +77.7% | +1.7% | +3.5% |
| 5Y | +77.3% | +72.6% | +4.7% | +4.7% |
| All | +122.7% | +117.9% | +4.9% | +5.4% |
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 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