+404.4%
GLAD vs SPY
+1,248.4%
-844.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +6.2% | +0.1% | +6.1% | +6.1% |
| 3M | +5.3% | +2.0% | +3.3% | +2.8% |
| 6M | +13.4% | +13.0% | +0.4% | -0.5% |
| YTD | +3.7% | +13.5% | -9.8% | -9.5% |
| 1Y | -15.4% | +20.0% | -35.4% | -30.5% |
| 3Y | +30.1% | +77.2% | -47.1% | -30.2% |
| 5Y | +34.9% | +81.9% | -47.0% | -31.4% |
| 10Y | +186.2% | +314.1% | -127.8% | -42.8% |
| All | +404.4% | +1,248.4% | -844.0% | -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