-59.0%
GOVZ vs SPY
+152.1%
-211.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +6.9% | -3.7% | +10.6% | +7.2% |
| 3M | +0.1% | -2.7% | +2.9% | +0.3% |
| 6M | -6.3% | +2.2% | -8.5% | -6.5% |
| YTD | -6.8% | +10.8% | -17.6% | -7.4% |
| 1Y | -11.0% | +11.2% | -22.2% | -11.6% |
| 3Y | -8.0% | +76.5% | -84.5% | -10.7% |
| 5Y | -54.2% | +72.9% | -127.2% | -56.4% |
| All | -59.0% | +152.1% | -211.1% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling