-28.0%
GLIBA vs SPY
+19.4%
-47.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -1.0% | +0.5% | -1.6% | -1.1% |
| 30D | +6.5% | -0.9% | +7.4% | +6.7% |
| 3M | +26.2% | +3.9% | +22.3% | +25.5% |
| 6M | -31.1% | +14.5% | -45.6% | -34.6% |
| YTD | -29.0% | +12.9% | -41.9% | -32.3% |
| 1Y | -28.0% | +19.4% | -47.4% | -36.9% |
| All | -28.0% | +19.4% | -47.4% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling