-21.1%
GIS vs SPYG
+424.6%
-445.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.4% | -0.9% | -5.5% | -6.3% |
| 30D | -6.1% | -1.5% | -4.6% | -5.9% |
| 3M | +7.8% | +3.7% | +4.1% | +7.2% |
| 6M | -8.8% | +16.4% | -25.2% | -11.1% |
| YTD | -19.1% | +13.3% | -32.5% | -20.9% |
| 1Y | -24.8% | +17.9% | -42.6% | -27.1% |
| 3Y | -37.6% | +98.3% | -135.9% | -46.9% |
| 5Y | -25.4% | +86.4% | -111.9% | -36.2% |
| All | -21.1% | +424.6% | -445.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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