+398.9%
GLAD vs SPY
+1,228.9%
-829.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +0.3% | +3.3% | -3.0% | -3.0% |
| 30D | +2.8% | -2.7% | +5.5% | +5.5% |
| 3M | +1.9% | -1.7% | +3.6% | +3.4% |
| 6M | +4.6% | +3.1% | +1.5% | +0.7% |
| YTD | +2.6% | +11.9% | -9.3% | -9.4% |
| 1Y | +11.1% | +12.0% | -0.9% | -2.2% |
| 3Y | +29.8% | +78.2% | -48.3% | -31.0% |
| 5Y | +30.3% | +73.2% | -42.9% | -30.3% |
| 10Y | +200.3% | +309.6% | -109.4% | -39.4% |
| All | +398.9% | +1,228.9% | -829.9% | -66.0% |
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