GOTHAM ENHANCED 500 ETF
Symbol: GSPY
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 28/12/2020
Latest date: 03/06/2026
Current price: $40.94
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
5.33%
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
10.82%
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
11.90%
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
29.37%
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
47.05%
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
83.09%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.106%
Best day
2.619%
Worst day
-3.569%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $41.02 | $41.04 | $40.94 | $40.94 | 32,800 |
| 02/06/2026 | $41.20 | $41.25 | $41.15 | $41.19 | 2,900 |
| 01/06/2026 | $40.97 | $41.26 | $40.97 | $41.22 | 1,700 |
| 29/05/2026 | $41.17 | $41.19 | $41.08 | $41.10 | 2,300 |
| 28/05/2026 | $40.92 | $40.94 | $40.90 | $40.92 | 18,400 |
| 27/05/2026 | $40.67 | $40.74 | $40.67 | $40.72 | 1,700 |
| 26/05/2026 | $40.51 | $40.74 | $40.51 | $40.66 | 10,400 |
| 22/05/2026 | $40.50 | $40.50 | $40.42 | $40.42 | 500 |
| 21/05/2026 | $39.91 | $40.18 | $39.88 | $40.18 | 2,100 |
| 20/05/2026 | $40.00 | $40.05 | $39.98 | $40.05 | 700 |