-22.9%
GIS vs SPY
+81.0%
-103.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -8.6% | -0.4% | -8.2% | -8.6% |
| 30D | -0.5% | -1.4% | +0.9% | -0.3% |
| 3M | +11.9% | +3.7% | +8.2% | +11.5% |
| 6M | -11.6% | +13.0% | -24.6% | -12.7% |
| YTD | -16.3% | +12.4% | -28.7% | -17.4% |
| 1Y | -21.8% | +18.5% | -40.3% | -23.3% |
| 3Y | -35.7% | +77.6% | -113.3% | -41.6% |
| 5Y | -22.9% | +81.7% | -104.6% | -31.8% |
| All | -22.9% | +81.0% | -103.9% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling