-21.5%
GSUI vs SPY
+11.2%
-32.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.3% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +9.4% | +0.1% | +9.4% | +9.5% |
| 3M | -2.8% | +2.0% | -4.8% | -5.8% |
| 6M | -21.8% | +13.0% | -34.8% | -32.9% |
| All | -21.5% | +11.2% | -32.7% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling