-6.5%
USGO vs SPY
+95.1%
-101.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | +4.4% | +0.1% | +4.4% | +4.4% |
| 3M | -13.1% | +2.0% | -15.1% | -14.4% |
| 6M | -38.4% | +13.0% | -51.4% | -43.9% |
| YTD | -4.2% | +13.5% | -17.7% | -13.0% |
| 1Y | -7.3% | +20.0% | -27.3% | -18.8% |
| 3Y | -15.8% | +77.2% | -92.9% | -45.1% |
| All | -6.5% | +95.1% | -101.7% | -38.9% |
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 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