-99.7%
GUSH vs SPY
+337.1%
-436.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -0.7% |
| 7D | +4.9% | +0.1% | +4.8% | +4.4% |
| 30D | +32.1% | +0.1% | +32.0% | +31.2% |
| 3M | +21.4% | +2.0% | +19.4% | +10.1% |
| 6M | +33.1% | +13.0% | +20.1% | -17.1% |
| YTD | +110.8% | +13.5% | +97.3% | +28.6% |
| 1Y | +89.5% | +20.0% | +69.6% | -3.0% |
| 3Y | +17.8% | +77.2% | -59.4% | -82.7% |
| 5Y | +183.3% | +81.9% | +101.5% | -62.6% |
| 10Y | -98.8% | +314.1% | -412.8% | -100.0% |
| All | -99.7% | +337.1% | -436.8% | -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 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