-61.4%
GITS vs SPY
+77.0%
-138.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +6.2% |
| 7D | +5.6% | -0.8% | +6.3% | +1.0% |
| 30D | +0.9% | -1.1% | +2.0% | -5.9% |
| 3M | +9.0% | +3.9% | +5.1% | +33.4% |
| 6M | -17.4% | +13.6% | -31.0% | +48.0% |
| YTD | +207.9% | +12.7% | +195.2% | +364.8% |
| 1Y | -17.6% | +17.5% | -35.1% | +50.4% |
| 3Y | -61.4% | +76.9% | -138.3% | -99.2% |
| All | -61.4% | +77.0% | -138.4% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling