-20.8%
GIS vs SPY
+318.9%
-339.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -8.4% | -2.0% | -6.4% | -7.9% |
| 30D | -5.2% | -1.7% | -3.5% | -4.8% |
| 3M | +8.2% | +4.7% | +3.4% | +6.7% |
| 6M | -12.0% | +12.5% | -24.5% | -15.0% |
| YTD | -18.9% | +11.7% | -30.6% | -21.5% |
| 1Y | -23.6% | +17.5% | -41.1% | -27.3% |
| 3Y | -37.6% | +76.6% | -114.2% | -48.6% |
| 5Y | -25.2% | +82.0% | -107.2% | -39.8% |
| All | -20.8% | +318.9% | -339.7% | -59.8% |
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