+1,944.5%
GL vs SPY
+2,945.2%
-1,000.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | +2.7% |
| 7D | -0.8% | -4.7% | +4.0% | +3.9% |
| 30D | -4.3% | -5.9% | +1.7% | +1.4% |
| 3M | -13.2% | -4.5% | -8.7% | -9.5% |
| 6M | +3.7% | +1.8% | +1.9% | +1.2% |
| YTD | +14.8% | +8.3% | +6.4% | +5.1% |
| 1Y | +20.0% | +9.3% | +10.7% | +8.8% |
| 3Y | +39.4% | +74.9% | -35.4% | -22.5% |
| 5Y | +75.0% | +67.3% | +7.8% | -0.5% |
| 10Y | +171.6% | +311.6% | -139.9% | -35.4% |
| All | +1,944.5% | +2,945.2% | -1,000.7% | -17.7% |
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 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