-39.8%
GSIT vs SPY
+312.9%
-352.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -6.0% |
| 7D | -23.7% | -2.7% | -21.0% | -20.9% |
| 30D | -44.0% | -5.4% | -38.6% | -39.6% |
| 3M | -54.4% | -4.1% | -50.4% | -51.6% |
| 6M | -65.7% | +0.7% | -66.4% | -64.8% |
| YTD | -51.4% | +8.7% | -60.0% | -53.2% |
| 1Y | -64.0% | +10.9% | -74.9% | -66.0% |
| 3Y | -1.0% | +75.0% | -76.0% | -37.2% |
| 5Y | -47.3% | +67.8% | -115.1% | -65.1% |
| All | -39.8% | +312.9% | -352.7% | -82.3% |
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 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