-87.0%
GLGG vs SPY
+21.7%
-108.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +7.7% |
| 7D | -28.1% | -1.0% | -27.1% | -22.4% |
| 30D | -68.6% | -1.2% | -67.4% | -65.2% |
| 3M | -69.1% | +2.5% | -71.6% | -71.3% |
| 6M | -78.8% | +8.0% | -86.7% | -90.4% |
| YTD | -79.5% | +12.9% | -92.4% | -91.5% |
| 1Y | -93.8% | +15.6% | -109.4% | -97.5% |
| All | -87.0% | +21.7% | -108.7% | -95.6% |
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 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