+208.4%
GLAD vs SPY
+315.0%
-106.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -1.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +4.6% | -3.3% | +7.9% | +7.5% |
| 3M | +2.2% | -2.4% | +4.7% | +4.1% |
| 6M | +3.5% | +2.6% | +0.9% | +0.8% |
| YTD | +3.3% | +11.2% | -8.0% | -6.2% |
| 1Y | +13.1% | +13.4% | -0.3% | +0.9% |
| 3Y | +31.4% | +79.9% | -48.5% | -22.7% |
| 5Y | +31.3% | +72.2% | -40.9% | -20.6% |
| 10Y | +208.4% | +307.3% | -98.9% | +0.8% |
| All | +208.4% | +315.0% | -106.6% | +0.8% |
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