-72.1%
GITS vs SPY
+74.3%
-146.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +2.6% |
| 7D | +1.9% | +0.5% | +1.3% | +5.1% |
| 30D | +1.9% | -0.9% | +2.8% | -3.4% |
| 3M | +17.8% | +3.9% | +14.0% | +41.8% |
| 6M | -0.9% | +14.5% | -15.4% | +83.9% |
| YTD | +207.9% | +12.9% | +195.0% | +368.8% |
| 1Y | +0.5% | +19.4% | -18.9% | +102.2% |
| 3Y | -60.4% | +78.5% | -138.9% | -98.4% |
| All | -72.1% | +74.3% | -146.3% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling