-55.4%
GLAS vs SPY
+67.0%
-122.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -11.3% |
| 7D | -2.2% | -4.7% | +2.5% | +0.6% |
| 30D | -56.8% | -5.9% | -50.9% | -55.3% |
| 3M | -75.9% | -4.5% | -71.4% | -75.2% |
| 6M | -77.1% | +1.8% | -78.8% | -77.1% |
| YTD | -74.8% | +8.3% | -83.1% | -75.4% |
| 1Y | -69.9% | +9.3% | -79.2% | -70.8% |
| 3Y | -48.0% | +74.9% | -122.9% | -56.7% |
| 5Y | -55.4% | +67.3% | -122.7% | -61.9% |
| All | -55.4% | +67.0% | -122.4% | -61.9% |
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