-37.4%
GIS vs SPYG
+96.8%
-134.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.2% |
| 7D | -8.4% | -1.8% | -6.6% | -8.8% |
| 30D | -5.2% | -1.9% | -3.3% | -5.6% |
| 3M | +8.2% | +5.2% | +3.0% | +9.5% |
| 6M | -12.0% | +15.6% | -27.6% | -9.4% |
| YTD | -18.9% | +12.4% | -31.3% | -16.8% |
| 1Y | -23.6% | +17.5% | -41.1% | -21.1% |
| All | -37.4% | +96.8% | -134.1% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling