+151.0%
GL vs SPY
+311.8%
-160.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.2% |
| 7D | 0.0% | -0.9% | +1.0% | +0.8% |
| 30D | -2.0% | -2.4% | +0.3% | 0.0% |
| 3M | -10.4% | -1.2% | -9.3% | -9.7% |
| 6M | +5.6% | +3.3% | +2.3% | +1.7% |
| YTD | +16.6% | +12.3% | +4.3% | +3.5% |
| 1Y | +23.3% | +12.4% | +10.8% | +9.2% |
| 3Y | +42.3% | +78.8% | -36.5% | -22.7% |
| 5Y | +80.7% | +75.2% | +5.6% | -1.2% |
| 10Y | +151.0% | +311.1% | -160.2% | -45.2% |
| All | +151.0% | +311.8% | -160.8% | -45.2% |
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 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