-68.9%
GGLS vs SPY
+101.0%
-169.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.7% | -3.0% |
| 7D | +0.3% | -4.7% | +5.0% | -5.2% |
| 30D | +21.0% | -5.9% | +26.9% | +12.8% |
| 3M | +26.2% | -4.5% | +30.7% | +19.9% |
| 6M | +32.3% | +1.8% | +30.5% | +36.9% |
| YTD | +4.8% | +8.3% | -3.5% | +18.1% |
| 1Y | -5.5% | +9.3% | -14.9% | +8.1% |
| 3Y | -58.9% | +74.9% | -133.8% | -10.0% |
| All | -68.9% | +101.0% | -169.9% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling