+1,240.2%
GIB vs SPY
+1,138.2%
+102.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -2.6% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | +17.8% | -3.3% | +21.1% | +20.4% |
| 3M | +10.7% | -2.4% | +13.1% | +12.3% |
| 6M | +21.5% | +2.6% | +18.9% | +18.5% |
| YTD | -10.1% | +11.2% | -21.3% | -17.5% |
| 1Y | -3.7% | +13.4% | -17.1% | -13.0% |
| 3Y | -16.2% | +79.9% | -96.1% | -46.5% |
| 5Y | -9.6% | +72.2% | -81.8% | -40.7% |
| 10Y | +66.2% | +307.3% | -241.1% | -41.8% |
| All | +1,240.2% | +1,138.2% | +102.0% | +86.8% |
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 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