-7.4%
GIL vs SPY
+67.4%
-74.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.1% |
| 7D | -12.5% | -2.7% | -9.8% | -8.9% |
| 30D | -15.8% | -5.4% | -10.4% | -9.8% |
| 3M | -40.0% | -4.1% | -35.9% | -36.7% |
| 6M | -42.8% | +0.7% | -43.5% | -42.6% |
| YTD | -43.6% | +8.7% | -52.3% | -47.6% |
| 1Y | -36.8% | +10.9% | -47.7% | -42.5% |
| 3Y | +9.0% | +75.0% | -66.0% | -40.3% |
| All | -7.4% | +67.4% | -74.7% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling