+797.9%
GIC vs SPY
+318.9%
+479.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | -1.3% | -2.0% | +0.7% | +0.7% |
| 30D | -1.0% | -1.7% | +0.6% | +0.6% |
| 3M | +23.2% | +4.7% | +18.5% | +17.3% |
| 6M | +24.7% | +12.5% | +12.2% | +9.9% |
| YTD | +35.8% | +11.7% | +24.0% | +20.5% |
| 1Y | +6.5% | +17.5% | -11.0% | -10.4% |
| 3Y | +31.7% | +76.6% | -44.9% | -28.4% |
| 5Y | +27.7% | +82.0% | -54.3% | -32.1% |
| All | +797.9% | +318.9% | +479.0% | +54.8% |
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 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