-97.1%
GSUN vs SPY
+80.4%
-177.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | -58.0% | +0.1% | -58.1% | -58.0% |
| 3M | -40.0% | +2.0% | -42.0% | -40.4% |
| 6M | -72.6% | +13.0% | -85.6% | -74.1% |
| YTD | -77.3% | +13.5% | -90.9% | -78.6% |
| 1Y | -90.8% | +20.0% | -110.8% | -91.5% |
| All | -97.1% | +80.4% | -177.5% | -98.4% |
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