-24.4%
GBLI vs SPY
+9.8%
-34.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.3% | -3.4% |
| 7D | -14.3% | -4.7% | -9.6% | -13.2% |
| 30D | -12.6% | -5.9% | -6.7% | -11.3% |
| 3M | -25.4% | -4.5% | -20.9% | -24.3% |
| 6M | -20.7% | +1.8% | -22.5% | -20.4% |
| YTD | -23.1% | +8.3% | -31.4% | -22.8% |
| 1Y | -24.4% | +9.3% | -33.8% | -24.6% |
| All | -24.4% | +9.8% | -34.2% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling