-9.6%
GIB vs SPY
+71.5%
-81.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -2.4% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | +17.8% | -3.3% | +21.1% | +20.2% |
| 3M | +10.7% | -2.4% | +13.1% | +12.2% |
| 6M | +21.5% | +2.6% | +18.9% | +18.6% |
| YTD | -10.1% | +11.2% | -21.3% | -17.2% |
| 1Y | -3.7% | +13.4% | -17.1% | -12.6% |
| 3Y | -16.2% | +79.9% | -96.1% | -47.1% |
| 5Y | -9.6% | +72.2% | -81.8% | -41.6% |
| All | -9.6% | +71.5% | -81.1% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling