+9.2%
GUG vs SPY
+73.1%
-63.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.6% | +2.6% | -4.2% | -2.8% |
| 30D | +2.5% | -2.0% | +4.5% | +3.3% |
| 3M | -7.5% | -2.8% | -4.7% | -6.4% |
| 6M | -8.0% | +2.1% | -10.1% | -9.1% |
| YTD | -2.2% | +11.5% | -13.7% | -7.3% |
| 1Y | +0.2% | +13.5% | -13.3% | -5.8% |
| 3Y | +35.7% | +77.7% | -42.0% | +0.8% |
| All | +9.2% | +73.1% | -63.9% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling