+341.2%
GVIP vs SPY
+316.3%
+24.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +1.3% | +0.1% | +1.1% | +1.1% |
| 30D | -0.6% | +0.1% | -0.7% | -0.7% |
| 3M | -4.1% | +2.0% | -6.1% | -5.9% |
| 6M | +13.1% | +13.0% | +0.1% | -0.6% |
| YTD | +12.1% | +13.5% | -1.4% | -1.9% |
| 1Y | +20.1% | +20.0% | +0.1% | -0.9% |
| 3Y | +97.0% | +77.2% | +19.9% | +6.9% |
| 5Y | +69.9% | +81.9% | -11.9% | -9.7% |
| All | +341.2% | +316.3% | +24.8% | -3.0% |
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