+294.7%
GVIP vs SPY
+298.5%
-3.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.0% |
| 7D | -2.1% | -2.7% | +0.6% | +0.9% |
| 30D | -10.5% | -5.4% | -5.1% | -4.7% |
| 3M | -10.4% | -4.1% | -6.3% | -6.0% |
| 6M | -11.5% | +0.7% | -12.2% | -11.6% |
| YTD | +0.3% | +8.7% | -8.4% | -7.7% |
| 1Y | +2.6% | +10.9% | -8.2% | -7.5% |
| 3Y | +80.4% | +75.0% | +5.4% | -0.5% |
| 5Y | +50.2% | +67.8% | -17.6% | -12.7% |
| All | +294.7% | +298.5% | -3.8% | -8.7% |
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