-59.0%
USGG vs SPY
+9.5%
-68.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -7.3% |
| 7D | -18.3% | -2.0% | -16.3% | -4.4% |
| 30D | -32.3% | -1.7% | -30.7% | -21.6% |
| 3M | -50.5% | +4.7% | -55.2% | -61.1% |
| 6M | -64.6% | +12.5% | -77.1% | -77.1% |
| All | -59.0% | +9.5% | -68.5% | -70.3% |
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 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