+116.3%
GSID vs SPY
+173.1%
-56.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.1% | -2.7% | +1.6% | +0.9% |
| 30D | -1.3% | -5.4% | +4.1% | +2.9% |
| 3M | -4.9% | -4.1% | -0.8% | -1.9% |
| 6M | -1.3% | +0.7% | -2.0% | -1.9% |
| YTD | +8.1% | +8.7% | -0.6% | +1.6% |
| 1Y | +12.5% | +10.9% | +1.6% | +4.1% |
| 3Y | +61.9% | +75.0% | -13.1% | +5.1% |
| 5Y | +45.2% | +67.8% | -22.6% | -3.3% |
| All | +116.3% | +173.1% | -56.9% | -4.3% |
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