+53.7%
GIL vs SPY
+307.0%
-253.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -0.3% | +2.6% | -2.9% | -2.8% |
| 30D | -15.7% | -2.0% | -13.7% | -13.2% |
| 3M | -39.0% | -2.8% | -36.2% | -36.6% |
| 6M | -38.3% | +2.1% | -40.5% | -39.0% |
| YTD | -43.8% | +11.5% | -55.3% | -48.9% |
| 1Y | -39.0% | +13.5% | -52.5% | -45.6% |
| 3Y | +7.2% | +77.7% | -70.5% | -39.7% |
| 5Y | -9.8% | +72.6% | -82.4% | -47.5% |
| All | +53.7% | +307.0% | -253.3% | -56.2% |
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