+68.8%
GIB vs SPY
+311.8%
-242.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.6% |
| 7D | -1.4% | -0.9% | -0.5% | -0.9% |
| 30D | +14.7% | -2.4% | +17.1% | +16.4% |
| 3M | +8.6% | -1.2% | +9.7% | +9.1% |
| 6M | +24.4% | +3.3% | +21.1% | +20.5% |
| YTD | -11.6% | +12.3% | -23.9% | -19.8% |
| 1Y | -6.0% | +12.4% | -18.4% | -14.8% |
| 3Y | -18.0% | +78.8% | -96.8% | -48.7% |
| 5Y | -8.1% | +75.2% | -83.2% | -42.0% |
| 10Y | +68.8% | +311.1% | -242.3% | -50.7% |
| All | +68.8% | +311.8% | -242.9% | -50.7% |
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 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