+16,200.5%
GIL vs SPY
+1,026.3%
+15,174.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -7.7% | +0.1% | -7.7% | -7.7% |
| 3M | -7.3% | +2.0% | -9.3% | -8.7% |
| 6M | -19.4% | +13.0% | -32.4% | -26.7% |
| YTD | -13.4% | +13.5% | -26.9% | -21.5% |
| 1Y | -1.7% | +20.0% | -21.7% | -14.8% |
| 3Y | +86.6% | +77.2% | +9.4% | +18.0% |
| 5Y | +47.3% | +81.9% | -34.6% | -7.5% |
| 10Y | +110.8% | +314.1% | -203.3% | -27.5% |
| All | +16,200.5% | +1,026.3% | +15,174.2% | +2,822.5% |
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