+66.4%
GLDI vs SPY
+67.4%
-1.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +4.5% | -2.7% | +7.2% | +4.9% |
| 30D | +0.3% | -5.4% | +5.7% | +1.1% |
| 3M | -1.8% | -4.1% | +2.3% | -1.2% |
| 6M | -7.2% | +0.7% | -7.9% | -7.2% |
| YTD | -3.3% | +8.7% | -11.9% | -4.1% |
| 1Y | +3.5% | +10.9% | -7.3% | +2.5% |
| 3Y | +61.5% | +75.0% | -13.5% | +52.7% |
| All | +66.4% | +67.4% | -1.0% | +54.7% |
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