-73.6%
GGLS vs SPY
+110.6%
-184.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +0.7% |
| 7D | +2.4% | +0.1% | +2.2% | +2.5% |
| 30D | +7.1% | +0.1% | +7.1% | +7.3% |
| 3M | +8.1% | +2.0% | +6.1% | +11.5% |
| 6M | -13.7% | +13.0% | -26.8% | +1.7% |
| YTD | -11.0% | +13.5% | -24.6% | +5.6% |
| 1Y | -34.7% | +20.0% | -54.7% | -16.7% |
| 3Y | -63.4% | +77.2% | -140.6% | -18.6% |
| All | -73.6% | +110.6% | -184.3% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling