+64.7%
GLBE vs SPY
+96.2%
-31.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | +1.0% | -0.6% | +1.6% | +1.8% |
| 30D | +4.0% | -3.7% | +7.6% | +11.4% |
| 3M | +2.0% | -2.7% | +4.8% | +7.4% |
| 6M | +40.9% | +2.2% | +38.7% | +33.1% |
| YTD | +6.8% | +10.8% | -4.0% | -14.4% |
| 1Y | +15.4% | +11.2% | +4.2% | -8.4% |
| 3Y | +19.4% | +76.5% | -57.1% | -65.3% |
| 5Y | -12.9% | +72.9% | -85.8% | -70.6% |
| All | +64.7% | +96.2% | -31.6% | -52.0% |
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