+151.3%
GSIB vs SPY
+61.7%
+89.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | +0.4% | -2.7% | +3.1% | +2.7% |
| 30D | -0.7% | -5.4% | +4.7% | +4.0% |
| 3M | -6.7% | -4.1% | -2.6% | -3.4% |
| 6M | +6.1% | +0.7% | +5.4% | +5.3% |
| YTD | +14.3% | +8.7% | +5.6% | +6.5% |
| 1Y | +25.8% | +10.9% | +14.9% | +15.4% |
| All | +151.3% | +61.7% | +89.5% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling