+203.4%
GUSH vs SPY
+79.8%
+123.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.4% |
| 7D | +3.0% | -2.0% | +5.0% | +6.5% |
| 30D | +19.3% | -1.7% | +21.0% | +22.4% |
| 3M | +32.5% | +4.7% | +27.8% | +19.8% |
| 6M | +42.8% | +12.5% | +30.3% | +9.3% |
| YTD | +121.0% | +11.7% | +109.3% | +70.7% |
| 1Y | +100.8% | +17.5% | +83.3% | +40.3% |
| 3Y | +22.1% | +76.6% | -54.4% | -59.7% |
| 5Y | +203.4% | +82.0% | +121.3% | +7.3% |
| All | +203.4% | +79.8% | +123.6% | +7.3% |
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