-49.9%
USGG vs SPY
+10.7%
-60.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +4.6% |
| 7D | +4.3% | +0.5% | +3.7% | -0.5% |
| 30D | -20.8% | -0.9% | -19.9% | -13.7% |
| 3M | -49.3% | +3.9% | -53.2% | -58.0% |
| 6M | -42.2% | +14.5% | -56.7% | -66.6% |
| All | -49.9% | +10.7% | -60.7% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling