+69.3%
GOVI vs SPY
+585.7%
-516.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.4% |
| 7D | -0.2% | -0.4% | +0.1% | -0.3% |
| 30D | -0.1% | -1.4% | +1.2% | -0.3% |
| 3M | -1.6% | +3.7% | -5.3% | -1.1% |
| 6M | -4.0% | +13.0% | -17.0% | -2.3% |
| YTD | -2.2% | +12.4% | -14.6% | -0.6% |
| 1Y | -2.1% | +18.5% | -20.6% | +0.4% |
| 3Y | +5.2% | +77.6% | -72.4% | +15.1% |
| 5Y | -17.9% | +81.7% | -99.6% | -9.7% |
| 10Y | -3.7% | +319.7% | -323.4% | +27.1% |
| All | +69.3% | +585.7% | -516.4% | +147.6% |
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