-69.2%
GGLS vs SPY
+101.6%
-170.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.4% |
| 7D | -1.7% | -2.7% | +1.0% | -4.7% |
| 30D | +21.1% | -5.4% | +26.5% | +13.7% |
| 3M | +23.6% | -4.1% | +27.7% | +18.1% |
| 6M | +34.5% | +0.7% | +33.8% | +37.4% |
| YTD | +4.0% | +8.7% | -4.7% | +17.6% |
| 1Y | -6.0% | +10.9% | -16.9% | +9.3% |
| 3Y | -58.9% | +75.0% | -133.9% | -9.9% |
| All | -69.2% | +101.6% | -170.8% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling