-18.7%
GLDB vs SPY
+9.9%
-28.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.0% |
| 7D | +3.0% | -2.7% | +5.7% | +6.6% |
| 30D | -7.4% | -5.4% | -2.0% | +0.1% |
| 3M | -0.2% | -4.1% | +3.9% | +5.9% |
| 6M | -18.4% | +0.7% | -19.1% | -19.2% |
| YTD | -15.8% | +8.7% | -24.4% | -24.3% |
| 1Y | -12.8% | +10.9% | -23.6% | -23.4% |
| All | -18.7% | +9.9% | -28.6% | -28.0% |
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