+306.9%
GVIP vs SPY
+307.0%
-0.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +3.4% | +2.6% | +0.8% | +0.5% |
| 30D | -3.3% | -2.0% | -1.3% | -0.9% |
| 3M | -9.3% | -2.8% | -6.5% | -6.2% |
| 6M | -8.2% | +2.1% | -10.3% | -9.8% |
| YTD | +3.7% | +11.5% | -7.8% | -7.2% |
| 1Y | +7.0% | +13.5% | -6.4% | -6.0% |
| 3Y | +83.4% | +77.7% | +5.7% | -0.6% |
| 5Y | +54.6% | +72.6% | -18.0% | -12.9% |
| All | +306.9% | +307.0% | -0.1% | -8.4% |
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