-36.6%
GLE vs SPY
+19.4%
-56.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.5% | -6.0% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | +35.3% | -0.9% | +36.3% | +35.5% |
| 3M | +20.1% | +3.9% | +16.2% | +19.1% |
| 6M | +26.1% | +14.5% | +11.5% | +7.4% |
| YTD | +36.9% | +12.9% | +23.9% | +16.2% |
| 1Y | -36.6% | +19.4% | -55.9% | -47.0% |
| All | -36.6% | +19.4% | -56.0% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling