-69.5%
GGLS vs SPY
+106.4%
-175.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | +1.6% |
| 7D | -3.3% | +0.1% | -3.3% | -3.0% |
| 30D | +19.9% | -3.3% | +23.2% | +15.6% |
| 3M | +21.0% | -2.4% | +23.4% | +18.1% |
| 6M | +33.7% | +2.6% | +31.1% | +39.5% |
| YTD | +2.7% | +11.2% | -8.5% | +19.5% |
| 1Y | -9.1% | +13.4% | -22.5% | +8.7% |
| 3Y | -59.4% | +79.9% | -139.3% | -8.0% |
| All | -69.5% | +106.4% | -175.9% | -13.3% |
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