+11,038.7%
GIL vs SPY
+1,003.4%
+10,035.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +3.1% |
| 7D | -10.9% | +0.1% | -10.9% | -10.2% |
| 30D | -13.1% | -3.3% | -9.7% | -10.0% |
| 3M | -36.3% | -2.4% | -33.8% | -34.5% |
| 6M | -37.9% | +2.6% | -40.4% | -38.6% |
| YTD | -40.8% | +11.2% | -52.0% | -45.1% |
| 1Y | -33.2% | +13.4% | -46.6% | -39.0% |
| 3Y | +15.2% | +79.9% | -64.7% | -27.6% |
| 5Y | -4.2% | +72.2% | -76.4% | -36.8% |
| 10Y | +68.7% | +307.3% | -238.7% | -40.8% |
| All | +11,038.7% | +1,003.4% | +10,035.2% | +1,945.0% |
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