-97.7%
GILT vs SPY
+2,939.3%
-3,037.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.1% |
| 7D | -22.3% | +2.6% | -24.8% | -24.0% |
| 30D | -30.2% | -2.0% | -28.2% | -28.7% |
| 3M | -51.4% | -2.8% | -48.6% | -49.9% |
| 6M | -64.3% | +2.1% | -66.4% | -64.6% |
| YTD | -56.8% | +11.5% | -68.3% | -60.3% |
| 1Y | -54.3% | +13.5% | -67.8% | -58.6% |
| 3Y | -5.9% | +77.7% | -83.6% | -42.8% |
| 5Y | -29.9% | +72.6% | -102.6% | -56.6% |
| 10Y | +60.4% | +308.2% | -247.7% | -54.6% |
| All | -97.7% | +2,939.3% | -3,037.0% | -99.9% |
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