+34.8%
GIAX vs SPY
+42.9%
-8.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | +3.4% | -0.4% | +3.7% | +3.8% |
| 30D | +4.0% | -1.4% | +5.3% | +5.6% |
| 3M | +0.6% | +3.7% | -3.1% | -3.1% |
| 6M | +20.7% | +13.0% | +7.7% | +6.7% |
| YTD | +16.3% | +12.4% | +3.9% | +3.5% |
| 1Y | +18.2% | +18.5% | -0.3% | +0.3% |
| All | +34.8% | +42.9% | -8.1% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling