GOTHAM ENHANCED 500 ETF
Symbol: GSPY
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 28/12/2020
Latest date: 15/10/2026
Current price: $42.82
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
1.78%
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
3.92%
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
12.60%
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
20.49%
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
38.97%
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
85.25%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.078%
Best day
2.619%
Worst day
-3.569%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.42 | $42.85 | $42.42 | $42.82 | 2,900 |
| 14/10/2026 | $43.01 | $43.01 | $42.63 | $42.67 | 4,900 |
| 13/10/2026 | $43.12 | $43.16 | $43.05 | $43.11 | 4,600 |
| 12/10/2026 | $43.09 | $43.09 | $43.07 | $43.09 | 6,200 |
| 09/10/2026 | $43.00 | $43.09 | $43.00 | $43.09 | 500 |
| 08/10/2026 | $42.95 | $42.95 | $42.87 | $42.87 | 900 |
| 07/10/2026 | $42.96 | $43.02 | $42.96 | $43.00 | 1,600 |
| 06/10/2026 | $43.00 | $43.17 | $43.00 | $43.06 | 4,800 |
| 05/10/2026 | $42.67 | $42.92 | $42.67 | $42.82 | 20,100 |
| 02/10/2026 | $42.63 | $42.73 | $42.55 | $42.60 | 42,700 |