-94.3%
GLE vs SPY
+36.4%
-130.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.4% | +15.8% | +15.5% |
| 7D | -2.8% | +3.3% | -6.1% | -3.4% |
| 30D | -46.2% | -2.7% | -43.5% | -45.8% |
| 3M | -39.6% | -1.7% | -37.9% | -39.4% |
| 6M | -57.2% | +3.1% | -60.3% | -57.7% |
| YTD | -31.7% | +11.9% | -43.6% | -36.0% |
| 1Y | -53.3% | +12.0% | -65.3% | -56.2% |
| All | -94.3% | +36.4% | -130.7% | -94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling