+1.3%
GILT vs SPY
+79.4%
-78.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -2.0% |
| 7D | -14.7% | -0.9% | -13.8% | -13.5% |
| 30D | -28.4% | -2.4% | -26.1% | -25.8% |
| 3M | -46.3% | -1.2% | -45.1% | -45.3% |
| 6M | -71.1% | +3.3% | -74.4% | -72.1% |
| YTD | -53.5% | +12.3% | -65.8% | -59.3% |
| 1Y | -51.8% | +12.4% | -64.2% | -57.8% |
| All | +1.3% | +79.4% | -78.0% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling