-18.6%
GOVI vs SPY
+82.3%
-100.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -1.4% | -0.8% | -0.7% | -1.4% |
| 30D | -1.3% | -1.1% | -0.2% | -1.2% |
| 3M | -3.3% | +3.9% | -7.1% | -3.4% |
| 6M | -3.6% | +13.6% | -17.2% | -4.1% |
| YTD | -3.2% | +12.7% | -15.9% | -3.7% |
| 1Y | -3.8% | +17.5% | -21.3% | -4.5% |
| 3Y | +4.5% | +76.9% | -72.4% | +1.8% |
| All | -18.6% | +82.3% | -100.9% | -21.9% |
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