+14.1%
GLBS vs SPY
+81.8%
-67.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.1% |
| 7D | -6.8% | +0.5% | -7.4% | -7.2% |
| 30D | +11.6% | -0.9% | +12.5% | +12.3% |
| 3M | +66.4% | +3.9% | +62.5% | +62.4% |
| 6M | +82.6% | +14.5% | +68.0% | +66.2% |
| YTD | +103.4% | +12.9% | +90.5% | +86.9% |
| 1Y | +245.6% | +19.4% | +226.3% | +206.8% |
| 3Y | +295.6% | +78.5% | +217.1% | +146.5% |
| 5Y | +14.1% | +81.8% | -67.6% | -31.7% |
| All | +14.1% | +81.8% | -67.7% | -31.7% |
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