+47.3%
GIB vs SPY
+312.5%
-265.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.2% |
| 7D | -5.5% | -0.4% | -5.1% | -5.2% |
| 30D | -8.4% | -1.4% | -7.0% | -7.4% |
| 3M | +2.7% | +3.7% | -1.0% | -0.4% |
| 6M | -8.8% | +13.0% | -21.8% | -17.3% |
| YTD | -25.0% | +12.4% | -37.4% | -31.7% |
| 1Y | -27.6% | +18.5% | -46.1% | -36.8% |
| 3Y | -31.9% | +77.6% | -109.5% | -57.1% |
| 5Y | -23.6% | +81.7% | -105.3% | -53.1% |
| 10Y | +47.3% | +319.7% | -272.3% | -58.5% |
| All | +47.3% | +312.5% | -265.2% | -58.5% |
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