+1,095.4%
GIB vs SPY
+1,163.9%
-68.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +1.6% | +0.1% | +1.5% | +1.6% |
| 3M | +9.4% | +2.0% | +7.4% | +7.4% |
| 6M | +1.2% | +13.0% | -11.8% | -7.9% |
| YTD | -19.8% | +13.5% | -33.3% | -27.3% |
| 1Y | -22.3% | +20.0% | -42.3% | -32.4% |
| 3Y | -28.4% | +77.2% | -105.6% | -53.6% |
| 5Y | -19.2% | +81.9% | -101.1% | -48.9% |
| 10Y | +48.6% | +314.1% | -265.4% | -48.4% |
| All | +1,095.4% | +1,163.9% | -68.4% | +64.7% |
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 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