-57.6%
GLGG vs SPY
+21.7%
-79.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +9.1% |
| 7D | +31.2% | +0.5% | +30.6% | +26.9% |
| 30D | +67.4% | -0.9% | +68.4% | +82.2% |
| 3M | -39.8% | +3.9% | -43.7% | -52.2% |
| 6M | +5.4% | +14.5% | -9.1% | -56.3% |
| YTD | -33.1% | +12.9% | -46.0% | -62.7% |
| 1Y | -57.6% | +19.4% | -77.0% | -79.0% |
| All | -57.6% | +21.7% | -79.3% | -80.8% |
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