+32.3%
GIAX vs SPY
+42.0%
-9.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -1.3% | -2.0% | +0.7% | +0.9% |
| 30D | +1.5% | -1.7% | +3.2% | +3.5% |
| 3M | +0.3% | +4.7% | -4.5% | -4.4% |
| 6M | +17.9% | +12.5% | +5.4% | +4.7% |
| YTD | +14.1% | +11.7% | +2.4% | +2.3% |
| 1Y | +15.6% | +17.5% | -1.9% | -1.0% |
| All | +32.3% | +42.0% | -9.7% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling