+14.2%
GSIT vs SPY
+318.9%
-304.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.5% |
| 7D | -0.4% | -2.0% | +1.6% | +2.0% |
| 30D | -19.4% | -1.7% | -17.8% | -17.7% |
| 3M | -27.2% | +4.7% | -31.9% | -30.1% |
| 6M | -38.3% | +12.5% | -50.8% | -43.7% |
| YTD | -14.5% | +11.7% | -26.2% | -21.2% |
| 1Y | +76.4% | +17.5% | +58.9% | +56.7% |
| 3Y | +102.7% | +76.6% | +26.1% | +26.3% |
| 5Y | -2.7% | +82.0% | -84.8% | -41.1% |
| All | +14.2% | +318.9% | -304.7% | -66.4% |
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