+55.3%
GILT vs SPY
+78.7%
-23.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.0% |
| 7D | -1.2% | +0.5% | -1.7% | -1.9% |
| 30D | -11.5% | -0.9% | -10.5% | -10.3% |
| 3M | -31.7% | +3.9% | -35.6% | -34.8% |
| 6M | -38.4% | +14.5% | -52.9% | -47.6% |
| YTD | -23.2% | +12.9% | -36.1% | -33.4% |
| 1Y | -6.0% | +19.4% | -25.3% | -22.7% |
| 3Y | +55.3% | +78.5% | -23.1% | -14.5% |
| All | +55.3% | +78.7% | -23.4% | -14.5% |
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 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