+150.9%
GSIE vs SPY
+338.0%
-187.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.9% |
| 7D | -1.3% | -0.9% | -0.4% | -0.6% |
| 30D | +2.3% | -2.4% | +4.7% | +4.2% |
| 3M | -2.2% | -1.2% | -1.1% | -1.4% |
| 6M | +3.9% | +3.3% | +0.6% | +1.1% |
| YTD | +11.2% | +12.3% | -1.1% | +1.3% |
| 1Y | +14.3% | +12.4% | +1.8% | +4.0% |
| 3Y | +70.2% | +78.8% | -8.6% | +5.8% |
| 5Y | +51.7% | +75.2% | -23.5% | -4.9% |
| 10Y | +155.2% | +311.1% | -155.9% | -25.9% |
| All | +150.9% | +338.0% | -187.1% | -32.2% |
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