-100.0%
GLBS vs SPY
+727.2%
-827.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +24.7% | +0.1% | +24.6% | +24.6% |
| 3M | +74.1% | +2.0% | +72.1% | +72.4% |
| 6M | +85.4% | +13.0% | +72.4% | +72.1% |
| YTD | +110.9% | +13.5% | +97.3% | +95.1% |
| 1Y | +261.8% | +20.0% | +241.8% | +224.2% |
| 3Y | +314.6% | +77.2% | +237.4% | +184.1% |
| 5Y | +16.0% | +81.9% | -65.8% | -21.6% |
| 10Y | -99.9% | +314.1% | -413.9% | -99.9% |
| All | -100.0% | +727.2% | -827.2% | -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