-97.4%
GIPR vs SPY
+14.6%
-112.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -8.4% |
| 7D | -12.0% | -0.7% | -11.3% | -11.0% |
| 30D | -30.1% | -1.0% | -29.1% | -29.1% |
| 3M | -59.7% | -0.3% | -59.3% | -59.2% |
| 6M | -88.9% | +7.3% | -96.2% | -90.0% |
| YTD | -95.4% | +13.3% | -108.8% | -96.3% |
| 1Y | -97.4% | +14.8% | -112.2% | -97.9% |
| All | -97.4% | +14.6% | -112.1% | -97.9% |
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