-99.7%
GIBO vs SPY
+78.3%
-178.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.4% | -21.9% | -21.9% |
| 7D | +56.8% | -0.6% | +57.3% | +57.3% |
| 30D | +141.6% | -3.7% | +145.3% | +151.1% |
| 3M | +413.5% | -2.7% | +416.3% | +427.9% |
| 6M | +359.5% | +2.2% | +357.3% | +435.8% |
| YTD | +194.3% | +10.8% | +183.5% | +249.3% |
| 1Y | +223.6% | +11.2% | +212.4% | +285.1% |
| 3Y | -99.7% | +76.5% | -176.2% | -99.6% |
| All | -99.7% | +78.3% | -178.0% | -99.6% |
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 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