+4,777.6%
GBCI vs SPY
+3,059.5%
+1,718.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -1.4% | -0.4% | -1.0% | -1.0% |
| 30D | -6.2% | -1.4% | -4.8% | -4.9% |
| 3M | -3.6% | +3.7% | -7.3% | -7.2% |
| 6M | +5.1% | +13.0% | -7.9% | -7.1% |
| YTD | +5.3% | +12.4% | -7.1% | -6.3% |
| 1Y | -3.0% | +18.5% | -21.5% | -18.1% |
| 3Y | +75.5% | +77.6% | -2.1% | +0.7% |
| 5Y | +4.1% | +81.7% | -77.6% | -41.6% |
| 10Y | +115.1% | +319.7% | -204.5% | -43.5% |
| All | +4,777.6% | +3,059.5% | +1,718.1% | +462.2% |
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