-99.9%
GSUN vs SPY
+118.0%
-217.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.3% |
| 7D | -8.6% | +0.5% | -9.2% | -9.1% |
| 30D | -48.3% | -0.9% | -47.4% | -47.7% |
| 3M | -40.0% | +3.9% | -43.9% | -42.6% |
| 6M | -74.4% | +14.5% | -88.9% | -77.7% |
| YTD | -78.7% | +12.9% | -91.6% | -81.1% |
| 1Y | -91.9% | +19.4% | -111.2% | -93.2% |
| 3Y | -97.3% | +78.5% | -175.7% | -98.8% |
| All | -99.9% | +118.0% | -217.9% | -99.9% |
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