+481.7%
GIC vs SPY
+2,282.3%
-1,800.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +0.5% | +2.6% | -2.1% | -2.0% |
| 30D | +6.6% | -2.0% | +8.5% | +8.4% |
| 3M | +20.2% | -2.8% | +23.0% | +23.2% |
| 6M | +65.9% | +2.1% | +63.7% | +61.5% |
| YTD | +63.7% | +11.5% | +52.3% | +46.1% |
| 1Y | +77.9% | +13.5% | +64.4% | +56.0% |
| 3Y | +42.4% | +77.7% | -35.3% | -20.1% |
| 5Y | +23.5% | +72.6% | -49.1% | -27.7% |
| 10Y | +958.2% | +308.2% | +650.0% | +171.4% |
| All | +481.7% | +2,282.3% | -1,800.6% | -69.6% |
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 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