-99.3%
GSIW vs SPY
+73.0%
-172.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.6% |
| 7D | -15.3% | -0.4% | -14.9% | -14.8% |
| 30D | +5.9% | -1.4% | +7.3% | +7.8% |
| 3M | -52.3% | +3.7% | -56.0% | -55.0% |
| 6M | -56.6% | +13.0% | -69.6% | -63.8% |
| YTD | -44.2% | +12.4% | -56.6% | -52.9% |
| 1Y | -36.8% | +18.5% | -55.4% | -49.6% |
| All | -99.3% | +73.0% | -172.3% | -99.6% |
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