-94.9%
GLE vs SPY
+35.9%
-130.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.7% | -11.0% |
| 7D | -19.2% | +2.6% | -21.8% | -19.6% |
| 30D | -52.6% | -2.0% | -50.6% | -52.3% |
| 3M | -43.9% | -2.8% | -41.1% | -43.6% |
| 6M | -58.7% | +2.1% | -60.9% | -59.0% |
| YTD | -39.3% | +11.5% | -50.8% | -43.0% |
| 1Y | -55.8% | +13.5% | -69.3% | -58.8% |
| All | -94.9% | +35.9% | -130.8% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling