-23.6%
GIS vs SPY
+17.2%
-40.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.2% |
| 7D | -8.4% | -2.0% | -6.4% | -9.0% |
| 30D | -5.2% | -1.7% | -3.5% | -5.7% |
| 3M | +8.2% | +4.7% | +3.4% | +10.0% |
| 6M | -12.0% | +12.5% | -24.5% | -9.2% |
| YTD | -18.9% | +11.7% | -30.6% | -16.5% |
| 1Y | -23.6% | +17.5% | -41.1% | -20.6% |
| All | -23.6% | +17.2% | -40.8% | -20.6% |
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