-100.0%
GLBS vs SPY
+691.7%
-791.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -11.8% | -2.7% | -9.1% | -10.1% |
| 30D | -24.6% | -5.4% | -19.2% | -21.8% |
| 3M | -19.6% | -4.1% | -15.5% | -17.3% |
| 6M | +22.6% | +0.7% | +21.9% | +22.5% |
| YTD | +45.7% | +8.7% | +37.0% | +38.8% |
| 1Y | +114.3% | +10.9% | +103.4% | +101.7% |
| 3Y | +47.4% | +75.0% | -27.6% | +1.9% |
| 5Y | -11.8% | +67.8% | -79.6% | -37.3% |
| 10Y | -99.9% | +312.9% | -412.7% | -99.9% |
| All | -100.0% | +691.7% | -791.7% | -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 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