-98.8%
GUSH vs SPY
+322.5%
-421.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -1.7% |
| 7D | +5.5% | -0.8% | +6.2% | +7.5% |
| 30D | +19.8% | -1.1% | +20.8% | +22.6% |
| 3M | +40.8% | +3.9% | +36.9% | +22.9% |
| 6M | +34.2% | +13.6% | +20.6% | -14.8% |
| YTD | +122.4% | +12.7% | +109.7% | +43.3% |
| 1Y | +103.2% | +17.5% | +85.7% | +15.4% |
| 3Y | +28.1% | +76.9% | -48.8% | -78.4% |
| 5Y | +205.2% | +83.6% | +121.6% | -54.0% |
| All | -98.8% | +322.5% | -421.2% | -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 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