+28.2%
GTIP vs SPY
+208.2%
-180.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.2% | +0.5% | -0.4% | +0.2% |
| 30D | 0.0% | -0.9% | +0.9% | 0.0% |
| 3M | -0.3% | +3.9% | -4.2% | -0.4% |
| 6M | -0.7% | +14.5% | -15.2% | -1.1% |
| YTD | +0.8% | +12.9% | -12.1% | +0.4% |
| 1Y | +0.3% | +19.4% | -19.1% | -0.3% |
| 3Y | +12.6% | +78.5% | -65.9% | +10.4% |
| 5Y | +1.5% | +81.8% | -80.2% | -0.9% |
| All | +28.2% | +208.2% | -180.1% | +25.9% |
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 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