-21.9%
GIB vs SPY
+81.8%
-103.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.7% |
| 7D | -4.2% | +0.5% | -4.7% | -4.5% |
| 30D | -5.3% | -0.9% | -4.4% | -4.7% |
| 3M | +6.3% | +3.9% | +2.4% | +3.3% |
| 6M | -6.8% | +14.5% | -21.3% | -15.7% |
| YTD | -23.0% | +12.9% | -36.0% | -29.7% |
| 1Y | -26.4% | +19.4% | -45.8% | -35.5% |
| 3Y | -30.1% | +78.5% | -108.6% | -55.5% |
| 5Y | -21.9% | +81.8% | -103.6% | -51.8% |
| All | -21.9% | +81.8% | -103.7% | -51.8% |
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