+27.0%
GSST vs SPY
+181.5%
-154.6%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.2% | -2.7% | +2.5% | -0.2% |
| 30D | +0.1% | -5.4% | +5.5% | +0.1% |
| 3M | +0.3% | -4.1% | +4.4% | +0.3% |
| 6M | +1.3% | +0.7% | +0.6% | +1.3% |
| YTD | +2.6% | +8.7% | -6.1% | +2.5% |
| 1Y | +3.3% | +10.9% | -7.6% | +3.2% |
| 3Y | +16.1% | +75.0% | -58.9% | +15.9% |
| 5Y | +21.3% | +67.8% | -46.4% | +21.2% |
| All | +27.0% | +181.5% | -154.6% | +26.5% |
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