+83.0%
GUSH vs SPY
+14.6%
+68.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.7% | -14.6% | -11.0% |
| 7D | -20.7% | -0.7% | -20.0% | -21.0% |
| 30D | -10.0% | -1.0% | -8.9% | -10.4% |
| 3M | +5.3% | -0.3% | +5.6% | +5.6% |
| 6M | -7.4% | +7.3% | -14.7% | +1.0% |
| YTD | +82.8% | +13.3% | +69.5% | +114.3% |
| 1Y | +83.0% | +14.8% | +68.2% | +113.0% |
| All | +83.0% | +14.6% | +68.3% | +113.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling