+50.5%
GLBE vs SPY
+101.0%
-50.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +1.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -7.7% | +0.1% | -7.7% | -7.7% |
| 3M | +16.7% | +2.0% | +14.7% | +11.2% |
| 6M | +7.3% | +13.0% | -5.7% | -17.1% |
| YTD | -2.4% | +13.5% | -15.9% | -25.1% |
| 1Y | +9.4% | +20.0% | -10.5% | -25.3% |
| 3Y | -4.1% | +77.2% | -81.3% | -72.1% |
| 5Y | -51.8% | +81.9% | -133.7% | -85.1% |
| All | +50.5% | +101.0% | -50.6% | -58.0% |
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