-46.2%
GLBE vs SPY
+81.8%
-128.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -2.7% |
| 7D | -0.2% | +0.5% | -0.7% | -1.2% |
| 30D | -12.7% | -0.9% | -11.8% | -11.1% |
| 3M | +14.9% | +3.9% | +11.0% | +5.6% |
| 6M | +4.4% | +14.5% | -10.2% | -21.6% |
| YTD | -6.1% | +12.9% | -19.0% | -27.3% |
| 1Y | +1.7% | +19.4% | -17.7% | -30.1% |
| 3Y | -7.8% | +78.5% | -86.3% | -74.0% |
| 5Y | -46.2% | +81.8% | -128.0% | -83.7% |
| All | -46.2% | +81.8% | -128.0% | -83.7% |
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 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