+120.6%
GSID vs SPY
+178.6%
-57.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +1.1% | -0.6% | +1.7% | +1.5% |
| 30D | +0.6% | -3.7% | +4.3% | +3.4% |
| 3M | -3.6% | -2.7% | -0.9% | -1.6% |
| 6M | +1.6% | +2.2% | -0.6% | -0.1% |
| YTD | +10.2% | +10.8% | -0.6% | +2.1% |
| 1Y | +13.2% | +11.2% | +2.0% | +4.5% |
| 3Y | +65.8% | +76.5% | -10.7% | +7.0% |
| 5Y | +50.2% | +72.9% | -22.7% | -2.3% |
| All | +120.6% | +178.6% | -57.9% | -3.8% |
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