-88.5%
GLE vs SPY
+37.7%
-126.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.5% | -5.9% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | +35.3% | -0.9% | +36.3% | +35.6% |
| 3M | +20.1% | +3.9% | +16.2% | +18.4% |
| 6M | +26.1% | +14.5% | +11.5% | +17.6% |
| YTD | +36.9% | +12.9% | +23.9% | +28.1% |
| 1Y | -36.6% | +19.4% | -55.9% | -41.7% |
| All | -88.5% | +37.7% | -126.2% | -89.2% |
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 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