Grand Tetons
Gauss is one of the five Sector BPI portfolios tracked here at ITA. This Sector BPI portfolio just passed its two year mark operating under the Sector BPI model. As readers will see in a moment, the Gauss is keeping pace with the S&P 500 ETF, SPY. SPY is a difficult benchmark to exceed year in and year out.
Gauss Sector BPI Portfolio
No change in the life of sectors for many weeks. The Gauss continues to hold 160 shares of VDE which represents the Energy sector. If an when the Energy sector reaches the overbought zone I will place a 3% TSLO on VDE. Until then I will continue to set buy orders for VOO and VTI in an effort to keep pace with SPY.
Gauss Performance Data
Since 12/31/2021, or before the Gauss was moved to the Sector BPI model, this portfolio is edging out a slight lead over SPY. The closest ETF to SPY is Vanguard’s Total Market ETF, VTI.
Gauss Risk Ratio
Checking the Jensen Alpha data we see where the Gauss has consistently match the performance of SPY when risk is part of the equation. Likewise, the Information Ratio is nearly a straight line over the past year.
Gauss Sector BPI Portfolio Update: 3 January 2024
Discover more from ITA Wealth Management
Subscribe to get the latest posts sent to your email.
You must be logged in to post a comment.