-100.0%
GOVX vs SPY
+155.6%
-255.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -15.2% | -0.4% | -14.8% | -14.9% |
| 30D | -37.8% | -1.4% | -36.4% | -36.7% |
| 3M | -63.4% | +3.7% | -67.1% | -65.0% |
| 6M | -75.6% | +13.0% | -88.6% | -79.1% |
| YTD | -89.0% | +12.4% | -101.4% | -90.5% |
| 1Y | -97.3% | +18.5% | -115.8% | -97.8% |
| 3Y | -99.8% | +77.6% | -177.4% | -99.9% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +155.6% | -255.6% | -100.0% |
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