-8.6%
USGO vs SPY
+92.0%
-100.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | -2.8% | -2.0% | -0.8% | -1.2% |
| 30D | -6.5% | -1.7% | -4.8% | -5.1% |
| 3M | +6.6% | +4.7% | +1.8% | +2.4% |
| 6M | -40.4% | +12.5% | -52.9% | -45.4% |
| YTD | -6.3% | +11.7% | -18.1% | -13.8% |
| 1Y | -9.5% | +17.5% | -27.0% | -19.3% |
| 3Y | -10.2% | +76.6% | -86.8% | -41.0% |
| All | -8.6% | +92.0% | -100.6% | -39.4% |
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