+76.4%
GLDI vs SPY
+547.5%
-471.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +4.2% | +0.1% | +4.2% | +4.2% |
| 3M | -0.3% | +2.0% | -2.3% | -0.5% |
| 6M | -5.2% | +13.0% | -18.2% | -5.9% |
| YTD | +2.4% | +13.5% | -11.1% | +1.7% |
| 1Y | +14.0% | +20.0% | -6.0% | +12.8% |
| 3Y | +72.0% | +77.2% | -5.2% | +67.0% |
| 5Y | +77.9% | +81.9% | -3.9% | +71.9% |
| 10Y | +128.9% | +314.1% | -185.1% | +119.0% |
| All | +76.4% | +547.5% | -471.2% | +55.9% |
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