-99.4%
GIPR vs SPY
+89.0%
-188.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | +4.0% | -0.4% | +4.4% | +4.3% |
| 30D | -43.8% | -1.4% | -42.5% | -43.5% |
| 3M | -79.3% | +3.7% | -83.0% | -79.5% |
| 6M | -88.9% | +13.0% | -101.9% | -89.4% |
| YTD | -93.6% | +12.4% | -106.0% | -93.8% |
| 1Y | -95.8% | +18.5% | -114.3% | -96.0% |
| 3Y | -98.9% | +77.6% | -176.5% | -99.0% |
| All | -99.4% | +89.0% | -188.4% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling