GOTHAM ENHANCED 500 ETF
Symbol: GSPY
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 28/12/2020
Latest date: 20/07/2026
Current price: $40.60
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.32%
Ann. -38.13% (Sharpe / Sortino numerator)
Volatility
17.01%
Sharpe ratio
-2.454
VaR 95%
-1.59%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.38%
Ann. -12.43% (Sharpe / Sortino numerator)
Volatility
14.37%
Sharpe ratio
-1.117
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
10.82%
Ann. -0.87% (Sharpe / Sortino numerator)
Volatility
14.44%
Sharpe ratio
-0.311
VaR 95%
-1.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
21.21%
Ann. 17.82% (Sharpe / Sortino numerator)
Volatility
18.49%
Sharpe ratio
0.767
VaR 95%
-1.57%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
39.01%
Ann. 13.74% (Sharpe / Sortino numerator)
Volatility
16.23%
Sharpe ratio
0.623
VaR 95%
-1.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
71.19%
Ann. 18.56% (Sharpe / Sortino numerator)
Volatility
14.74%
Sharpe ratio
1.013
VaR 95%
-1.42%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.08%
Best day
2.619%
Worst day
-3.569%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $40.91 | $40.91 | $40.60 | $40.60 | 1,500 |
| 17/07/2026 | $40.82 | $40.88 | $40.71 | $40.72 | 2,000 |
| 16/07/2026 | $41.11 | $41.18 | $41.05 | $41.05 | 1,200 |
| 15/07/2026 | $41.20 | $41.20 | $41.05 | $41.20 | 600 |
| 14/07/2026 | $41.11 | $41.11 | $41.05 | $41.08 | 2,000 |
| 13/07/2026 | $41.10 | $41.10 | $40.90 | $40.94 | 900 |
| 10/07/2026 | $41.09 | $41.21 | $41.01 | $41.21 | 4,300 |
| 09/07/2026 | $40.79 | $41.01 | $40.79 | $40.98 | 1,100 |
| 08/07/2026 | $40.48 | $40.64 | $40.33 | $40.64 | 2,900 |
| 07/07/2026 | $40.79 | $40.81 | $40.67 | $40.73 | 3,600 |