+163.0%
GL vs SPY
+312.9%
-149.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | -1.2% | -2.7% | +1.5% | +1.2% |
| 30D | -3.8% | -5.4% | +1.6% | +1.1% |
| 3M | -15.3% | -4.1% | -11.2% | -12.2% |
| 6M | +2.2% | +0.7% | +1.5% | +0.8% |
| YTD | +13.3% | +8.7% | +4.6% | +3.6% |
| 1Y | +20.2% | +10.9% | +9.3% | +7.7% |
| 3Y | +39.0% | +75.0% | -36.0% | -23.1% |
| 5Y | +72.8% | +67.8% | +5.0% | -1.5% |
| All | +163.0% | +312.9% | -149.8% | -44.1% |
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