-59.5%
GLGG vs SPY
+22.4%
-81.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | +1.9% |
| 7D | +26.8% | +0.1% | +26.6% | +27.2% |
| 30D | +78.3% | +0.1% | +78.3% | +80.4% |
| 3M | -37.2% | +2.0% | -39.2% | -40.1% |
| 6M | -29.7% | +13.0% | -42.7% | -65.9% |
| YTD | -36.2% | +13.5% | -49.8% | -65.8% |
| 1Y | -54.8% | +20.0% | -74.8% | -78.5% |
| All | -59.5% | +22.4% | -81.9% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling