-99.9%
GSUN vs SPY
+115.3%
-215.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -6.1% | +2.6% | -8.7% | -8.3% |
| 30D | -17.6% | -2.0% | -15.6% | -15.8% |
| 3M | -53.7% | -2.8% | -50.9% | -52.4% |
| 6M | -64.8% | +2.1% | -66.9% | -65.8% |
| YTD | -86.4% | +11.5% | -97.9% | -87.8% |
| 1Y | -91.5% | +13.5% | -104.9% | -92.5% |
| 3Y | -96.9% | +77.7% | -174.6% | -98.7% |
| All | -99.9% | +115.3% | -215.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling