-58.9%
GOVZ vs SPY
+155.4%
-214.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +7.2% | -2.4% | +9.5% | +7.3% |
| 3M | +0.2% | -1.2% | +1.4% | +0.3% |
| 6M | -5.0% | +3.3% | -8.3% | -5.3% |
| YTD | -6.4% | +12.3% | -18.7% | -7.1% |
| 1Y | -11.3% | +12.4% | -23.7% | -12.0% |
| 3Y | -7.6% | +78.8% | -86.4% | -10.4% |
| 5Y | -54.0% | +75.2% | -129.1% | -56.2% |
| All | -58.9% | +155.4% | -214.2% | -57.8% |
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 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