-91.5%
USGG vs SPY
+8.7%
-100.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.2% | -0.4% | -18.8% | -16.6% |
| 7D | -20.9% | -0.6% | -20.3% | -18.2% |
| 30D | -64.9% | -3.7% | -61.2% | -51.3% |
| 3M | -86.2% | -2.7% | -83.5% | -81.7% |
| 6M | -94.9% | +2.2% | -97.1% | -94.3% |
| All | -91.5% | +8.7% | -100.2% | -93.1% |
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