+190.4%
GII vs SPY
+639.0%
-448.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -1.0% | -2.7% | +1.7% | +1.0% |
| 30D | +5.3% | -5.4% | +10.7% | +9.6% |
| 3M | -1.3% | -4.1% | +2.8% | +1.7% |
| 6M | -2.8% | +0.7% | -3.5% | -3.8% |
| YTD | +7.7% | +8.7% | -1.0% | +0.3% |
| 1Y | +9.8% | +10.9% | -1.0% | +0.7% |
| 3Y | +66.7% | +75.0% | -8.3% | +4.9% |
| 5Y | +62.3% | +67.8% | -5.5% | +4.1% |
| 10Y | +133.4% | +312.9% | -179.5% | -28.2% |
| All | +190.4% | +639.0% | -448.5% | -46.1% |
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