+16.0%
GSST vs SPY
+74.5%
-58.6%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | 0.0% |
| 7D | -0.2% | -4.7% | +4.5% | -0.2% |
| 30D | 0.0% | -5.9% | +6.0% | +0.1% |
| 3M | +0.2% | -4.5% | +4.8% | +0.2% |
| 6M | +1.2% | +1.8% | -0.6% | +1.2% |
| YTD | +2.5% | +8.3% | -5.8% | +2.5% |
| 1Y | +3.2% | +9.3% | -6.1% | +3.2% |
| All | +16.0% | +74.5% | -58.6% | +15.6% |
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 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