+159.5%
GSIB vs SPY
+67.1%
+92.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.9% |
| 7D | +0.3% | -0.9% | +1.2% | +1.0% |
| 30D | +1.5% | -2.4% | +3.8% | +3.5% |
| 3M | -3.9% | -1.2% | -2.7% | -3.0% |
| 6M | +11.2% | +3.3% | +7.9% | +8.0% |
| YTD | +18.0% | +12.3% | +5.7% | +7.0% |
| 1Y | +27.2% | +12.4% | +14.8% | +15.2% |
| All | +159.5% | +67.1% | +92.3% | +77.5% |
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