+130.0%
GSID vs SPY
+185.4%
-55.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +0.8% | +0.1% | +0.7% | +0.8% |
| 3M | +4.9% | +2.0% | +3.0% | +3.4% |
| 6M | +8.9% | +13.0% | -4.1% | -0.6% |
| YTD | +14.9% | +13.5% | +1.4% | +4.5% |
| 1Y | +22.7% | +20.0% | +2.7% | +7.1% |
| 3Y | +67.1% | +77.2% | -10.1% | +7.5% |
| 5Y | +53.4% | +81.9% | -28.4% | -4.0% |
| All | +130.0% | +185.4% | -55.4% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling