+209.3%
GLAD vs SPY
+304.1%
-94.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.5% |
| 7D | +3.1% | -0.6% | +3.7% | +3.5% |
| 30D | +5.9% | -3.7% | +9.5% | +9.1% |
| 3M | +4.8% | -2.7% | +7.5% | +7.0% |
| 6M | +4.7% | +2.2% | +2.5% | +2.3% |
| YTD | +4.5% | +10.8% | -6.3% | -4.8% |
| 1Y | +13.1% | +11.2% | +1.8% | +2.6% |
| 3Y | +32.2% | +76.5% | -44.2% | -20.8% |
| 5Y | +33.0% | +72.9% | -40.0% | -20.0% |
| 10Y | +209.3% | +304.8% | -95.5% | +0.9% |
| All | +209.3% | +304.1% | -94.8% | +0.9% |
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