-47.9%
GLAS vs SPY
+74.5%
-122.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -10.0% |
| 7D | -2.2% | -4.7% | +2.5% | +2.2% |
| 30D | -56.8% | -5.9% | -50.9% | -54.4% |
| 3M | -75.9% | -4.5% | -71.4% | -74.8% |
| 6M | -77.1% | +1.8% | -78.8% | -77.1% |
| YTD | -74.8% | +8.3% | -83.1% | -75.8% |
| 1Y | -69.9% | +9.3% | -79.2% | -71.3% |
| All | -47.9% | +74.5% | -122.4% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling