+103.0%
GIL vs SPY
+312.5%
-209.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.7% |
| 7D | -2.0% | -0.4% | -1.6% | -1.5% |
| 30D | -11.9% | -1.4% | -10.5% | -10.5% |
| 3M | -14.4% | +3.7% | -18.1% | -17.4% |
| 6M | -17.0% | +13.0% | -30.0% | -26.4% |
| YTD | -18.2% | +12.4% | -30.6% | -26.9% |
| 1Y | -6.9% | +18.5% | -25.4% | -21.2% |
| 3Y | +88.6% | +77.6% | +11.0% | +5.2% |
| 5Y | +44.3% | +81.7% | -37.3% | -20.7% |
| 10Y | +103.0% | +319.7% | -216.7% | -49.6% |
| All | +103.0% | +312.5% | -209.6% | -49.6% |
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 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