-94.2%
GIPR vs SPY
+20.8%
-115.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.7% |
| 7D | +24.8% | +0.1% | +24.7% | +25.0% |
| 30D | -29.6% | +0.1% | -29.7% | -29.2% |
| 3M | -74.0% | +2.0% | -76.0% | -74.4% |
| 6M | -85.7% | +13.0% | -98.8% | -88.7% |
| YTD | -91.6% | +13.5% | -105.1% | -93.5% |
| 1Y | -94.2% | +20.0% | -114.2% | -95.4% |
| All | -94.2% | +20.8% | -115.0% | -95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling