-100.0%
GLBS vs SPY
+707.4%
-807.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +6.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.0% |
| 30D | -17.9% | -3.7% | -14.2% | -15.8% |
| 3M | -18.9% | -2.7% | -16.1% | -17.4% |
| 6M | +26.7% | +2.2% | +24.5% | +25.5% |
| YTD | +57.1% | +10.8% | +46.3% | +47.8% |
| 1Y | +131.1% | +11.2% | +119.9% | +117.0% |
| 3Y | +80.9% | +76.5% | +4.4% | +24.4% |
| 5Y | -4.2% | +72.9% | -77.1% | -33.2% |
| 10Y | -99.9% | +304.8% | -404.7% | -99.9% |
| All | -100.0% | +707.4% | -807.4% | -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 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