+116.2%
GBCI vs SPY
+322.5%
-206.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.2% |
| 7D | -2.1% | -0.8% | -1.4% | -1.3% |
| 30D | -6.8% | -1.1% | -5.8% | -5.7% |
| 3M | -5.5% | +3.9% | -9.4% | -9.7% |
| 6M | +3.5% | +13.6% | -10.1% | -10.9% |
| YTD | +5.4% | +12.7% | -7.2% | -8.2% |
| 1Y | -3.7% | +17.5% | -21.2% | -20.2% |
| 3Y | +75.8% | +76.9% | -1.2% | -8.2% |
| 5Y | +5.7% | +83.6% | -77.9% | -47.2% |
| All | +116.2% | +322.5% | -206.2% | -63.6% |
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