-95.3%
GIPR vs SPY
+19.4%
-114.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.4% | -0.5% | -19.9% | -19.5% |
| 7D | +17.5% | +0.5% | +17.0% | +17.4% |
| 30D | -40.5% | -0.9% | -39.6% | -38.9% |
| 3M | -79.0% | +3.9% | -82.9% | -80.0% |
| 6M | -88.4% | +14.5% | -102.9% | -91.2% |
| YTD | -93.3% | +12.9% | -106.2% | -94.7% |
| 1Y | -95.3% | +19.4% | -114.7% | -95.6% |
| All | -95.3% | +19.4% | -114.7% | -95.6% |
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