-99.6%
GIBO vs SPY
+79.0%
-178.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.4% | +8.0% | +7.7% |
| 7D | +122.5% | +0.1% | +122.5% | +121.4% |
| 30D | +210.9% | -3.3% | +214.2% | +221.3% |
| 3M | +560.7% | -2.4% | +563.1% | +575.8% |
| 6M | +491.1% | +2.6% | +488.6% | +585.6% |
| YTD | +278.7% | +11.2% | +267.4% | +347.0% |
| 1Y | +295.1% | +13.4% | +281.7% | +369.4% |
| 3Y | -99.6% | +79.9% | -179.5% | -99.5% |
| All | -99.6% | +79.0% | -178.6% | -99.5% |
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