-60.7%
GLAS vs SPY
+67.4%
-128.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.9% |
| 7D | -4.6% | -2.7% | -1.9% | -2.9% |
| 30D | -59.5% | -5.4% | -54.1% | -58.2% |
| 3M | -78.5% | -4.1% | -74.4% | -78.0% |
| 6M | -78.1% | +0.7% | -78.8% | -78.0% |
| YTD | -76.5% | +8.7% | -85.2% | -77.1% |
| 1Y | -71.1% | +10.9% | -82.0% | -72.2% |
| 3Y | -51.4% | +75.0% | -126.4% | -59.5% |
| All | -60.7% | +67.4% | -128.1% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling