-91.9%
GSUN vs SPY
+19.4%
-111.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.5% |
| 7D | -8.6% | +0.5% | -9.1% | -8.7% |
| 30D | -48.3% | -0.9% | -47.3% | -48.1% |
| 3M | -40.0% | +3.9% | -43.8% | -40.6% |
| 6M | -74.4% | +14.5% | -88.9% | -76.1% |
| YTD | -78.6% | +12.9% | -91.6% | -79.8% |
| 1Y | -91.9% | +19.4% | -111.2% | -92.0% |
| All | -91.9% | +19.4% | -111.3% | -92.0% |
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 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