-58.6%
GGLS vs SPY
+74.5%
-133.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.7% | -2.7% |
| 7D | +0.3% | -4.7% | +5.0% | -4.9% |
| 30D | +21.0% | -5.9% | +26.9% | +13.3% |
| 3M | +26.2% | -4.5% | +30.7% | +20.3% |
| 6M | +32.3% | +1.8% | +30.5% | +36.6% |
| YTD | +4.8% | +8.3% | -3.5% | +17.2% |
| 1Y | -5.5% | +9.3% | -14.9% | +7.2% |
| All | -58.6% | +74.5% | -133.1% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling