+63.0%
GUSH vs SPY
+72.1%
-9.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.7% |
| 7D | +13.1% | +2.6% | +10.5% | +8.4% |
| 30D | -14.0% | -2.0% | -12.0% | -11.9% |
| 3M | +4.0% | -2.8% | +6.8% | +7.5% |
| 6M | +14.4% | +2.1% | +12.3% | +6.4% |
| YTD | +94.2% | +11.5% | +82.7% | +49.1% |
| 1Y | +77.4% | +13.5% | +64.0% | +31.4% |
| 3Y | +33.7% | +77.7% | -44.0% | -56.3% |
| All | +63.0% | +72.1% | -9.1% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling