-99.9%
GSUN vs SPY
+116.0%
-215.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.2% | -6.2% |
| 7D | -7.6% | +3.3% | -10.9% | -10.4% |
| 30D | -17.8% | -2.7% | -15.1% | -15.5% |
| 3M | -55.5% | -1.7% | -53.8% | -54.7% |
| 6M | -66.8% | +3.1% | -69.9% | -68.1% |
| YTD | -86.2% | +11.9% | -98.1% | -87.7% |
| 1Y | -91.9% | +12.0% | -103.9% | -92.7% |
| 3Y | -96.9% | +78.2% | -175.1% | -98.7% |
| All | -99.9% | +116.0% | -215.9% | -100.0% |
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