+9.3%
GUG vs SPY
+73.7%
-64.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -0.9% | +3.3% | -4.2% | -2.4% |
| 30D | +0.6% | -2.7% | +3.3% | +1.8% |
| 3M | -7.8% | -1.7% | -6.0% | -7.1% |
| 6M | -8.0% | +3.1% | -11.1% | -9.5% |
| YTD | -2.1% | +11.9% | -14.0% | -7.3% |
| 1Y | -1.3% | +12.0% | -13.3% | -6.6% |
| 3Y | +36.0% | +78.2% | -42.2% | +0.9% |
| All | +9.3% | +73.7% | -64.4% | -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 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