+942.6%
GIC vs SPY
+307.0%
+635.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +0.5% | +2.6% | -2.1% | -2.1% |
| 30D | +6.6% | -2.0% | +8.5% | +8.5% |
| 3M | +20.2% | -2.8% | +23.0% | +23.3% |
| 6M | +65.9% | +2.1% | +63.7% | +61.3% |
| YTD | +63.7% | +11.5% | +52.3% | +45.4% |
| 1Y | +77.9% | +13.5% | +64.4% | +55.1% |
| 3Y | +42.4% | +77.7% | -35.3% | -23.0% |
| 5Y | +23.5% | +72.6% | -49.1% | -30.8% |
| All | +942.6% | +307.0% | +635.6% | +90.7% |
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 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