-39.1%
GSIT vs SPY
+658.4%
-697.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +0.6% | +3.3% | -2.7% | -1.9% |
| 30D | -28.3% | -2.7% | -25.6% | -26.2% |
| 3M | -51.5% | -1.7% | -49.8% | -50.3% |
| 6M | -72.1% | +3.1% | -75.2% | -72.1% |
| YTD | -48.1% | +11.9% | -60.0% | -50.5% |
| 1Y | -61.5% | +12.0% | -73.5% | -63.2% |
| 3Y | +49.8% | +78.2% | -28.4% | +7.1% |
| 5Y | -45.7% | +73.2% | -118.9% | -60.3% |
| 10Y | -36.6% | +309.6% | -346.3% | -71.7% |
| All | -39.1% | +658.4% | -697.5% | -79.7% |
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