-17.3%
GIS vs SPY
+307.0%
-324.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -3.4% | +2.6% | -5.9% | -4.0% |
| 30D | +6.9% | -2.0% | +8.9% | +7.3% |
| 3M | -10.1% | -2.8% | -7.3% | -9.6% |
| 6M | +5.9% | +2.1% | +3.7% | +4.9% |
| YTD | -21.1% | +11.5% | -32.6% | -23.8% |
| 1Y | -22.5% | +13.5% | -35.9% | -25.5% |
| 3Y | -39.0% | +77.7% | -116.7% | -49.9% |
| 5Y | -33.3% | +72.6% | -105.9% | -45.2% |
| All | -17.3% | +307.0% | -324.3% | -60.2% |
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