-97.5%
GILT vs SPY
+2,961.2%
-3,058.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.4% |
| 7D | -14.7% | -0.9% | -13.8% | -13.8% |
| 30D | -28.4% | -2.4% | -26.1% | -26.6% |
| 3M | -46.3% | -1.2% | -45.1% | -45.5% |
| 6M | -71.1% | +3.3% | -74.4% | -71.7% |
| YTD | -53.5% | +12.3% | -65.8% | -57.6% |
| 1Y | -51.8% | +12.4% | -64.2% | -55.9% |
| 3Y | 0.0% | +78.8% | -78.8% | -39.6% |
| 5Y | -25.5% | +75.2% | -100.7% | -54.4% |
| 10Y | +72.8% | +311.1% | -238.3% | -51.4% |
| All | -97.5% | +2,961.2% | -3,058.7% | -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