-99.8%
GSUN vs SPY
+119.2%
-219.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 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% | -41.5% |
| 6M | -72.6% | +13.0% | -85.6% | -75.7% |
| YTD | -77.3% | +13.5% | -90.9% | -80.0% |
| 1Y | -90.8% | +20.0% | -110.8% | -92.4% |
| 3Y | -96.9% | +77.2% | -174.1% | -98.6% |
| All | -99.8% | +119.2% | -219.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling