-99.9%
GLBS vs SPY
+312.5%
-412.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -7.1% | -0.4% | -6.7% | -6.7% |
| 30D | +4.7% | -1.4% | +6.1% | +6.4% |
| 3M | +64.4% | +3.7% | +60.6% | +58.3% |
| 6M | +97.2% | +13.0% | +84.2% | +71.3% |
| YTD | +102.9% | +12.4% | +90.5% | +76.9% |
| 1Y | +238.1% | +18.5% | +219.6% | +177.7% |
| 3Y | +294.4% | +77.6% | +216.8% | +81.3% |
| 5Y | +12.3% | +81.7% | -69.3% | -50.8% |
| 10Y | -99.9% | +319.7% | -419.5% | -100.0% |
| All | -99.9% | +312.5% | -412.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling