-58.9%
GOVZ vs SPY
+155.6%
-214.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -0.2% | -0.4% | +0.1% | -0.2% |
| 30D | +0.3% | -1.4% | +1.7% | +0.4% |
| 3M | -5.7% | +3.7% | -9.4% | -5.9% |
| 6M | -10.9% | +13.0% | -23.9% | -11.5% |
| YTD | -6.6% | +12.4% | -19.0% | -7.3% |
| 1Y | -9.2% | +18.5% | -27.8% | -10.2% |
| 3Y | -17.0% | +77.6% | -94.6% | -19.6% |
| 5Y | -54.0% | +81.7% | -135.7% | -56.0% |
| All | -58.9% | +155.6% | -214.6% | -57.9% |
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 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