-97.3%
GSUN vs SPY
+75.1%
-172.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.3% | -3.1% |
| 7D | -4.1% | -2.7% | -1.4% | -3.0% |
| 30D | -26.3% | -5.4% | -20.9% | -24.8% |
| 3M | -69.4% | -4.1% | -65.4% | -68.9% |
| 6M | -73.0% | +0.7% | -73.7% | -73.0% |
| YTD | -85.5% | +8.7% | -94.2% | -85.9% |
| 1Y | -92.5% | +10.9% | -103.3% | -92.7% |
| 3Y | -97.3% | +75.0% | -172.3% | -96.9% |
| All | -97.3% | +75.1% | -172.4% | -96.9% |
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 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