-72.4%
GITS vs SPY
+72.4%
-144.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | -1.3% |
| 7D | +2.9% | -2.0% | +4.9% | -7.7% |
| 30D | -24.3% | -1.7% | -22.6% | -31.1% |
| 3M | +15.6% | +4.7% | +10.9% | +46.6% |
| 6M | -13.0% | +12.5% | -25.5% | +46.0% |
| YTD | +203.7% | +11.7% | +191.9% | +336.0% |
| 1Y | -11.5% | +17.5% | -29.0% | +61.9% |
| 3Y | -61.0% | +76.6% | -137.5% | -98.5% |
| All | -72.4% | +72.4% | -144.8% | -98.9% |
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