+151.7%
GSSC vs SPY
+266.0%
-114.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | +4.2% | +2.0% | +2.2% | +2.1% |
| 6M | +15.3% | +13.0% | +2.3% | +2.1% |
| YTD | +20.1% | +13.5% | +6.6% | +5.9% |
| 1Y | +22.5% | +20.0% | +2.5% | +2.4% |
| 3Y | +57.8% | +77.2% | -19.4% | -9.8% |
| 5Y | +47.8% | +81.9% | -34.1% | -17.7% |
| All | +151.7% | +266.0% | -114.3% | -23.6% |
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