-49.3%
GSIT vs SPY
+72.1%
-121.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.5% |
| 7D | +2.3% | +2.6% | -0.3% | -1.5% |
| 30D | -27.0% | -2.0% | -25.0% | -23.8% |
| 3M | -54.3% | -2.8% | -51.5% | -51.5% |
| 6M | -74.8% | +2.1% | -76.9% | -74.6% |
| YTD | -50.2% | +11.5% | -61.7% | -54.5% |
| 1Y | -58.9% | +13.5% | -72.3% | -63.1% |
| 3Y | +40.5% | +77.7% | -37.2% | -17.8% |
| All | -49.3% | +72.1% | -121.4% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling