+26.9%
GTIP vs SPY
+196.6%
-169.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | +1.7% | -5.4% | +7.1% | +1.9% |
| 3M | -0.8% | -4.1% | +3.3% | -0.7% |
| 6M | -1.8% | +0.7% | -2.5% | -1.9% |
| YTD | -0.2% | +8.7% | -8.8% | -0.5% |
| 1Y | -0.5% | +10.9% | -11.4% | -0.8% |
| 3Y | +12.5% | +75.0% | -62.5% | +10.4% |
| 5Y | -0.5% | +67.8% | -68.3% | -2.8% |
| All | +26.9% | +196.6% | -169.7% | +24.9% |
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 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