-18.1%
GLIBA vs SPY
+25.0%
-43.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +10.1% | +0.1% | +10.1% | +10.1% |
| 3M | +28.2% | +2.0% | +26.2% | +28.1% |
| 6M | -31.6% | +13.0% | -44.6% | -34.7% |
| YTD | -27.8% | +13.5% | -41.3% | -31.4% |
| 1Y | -27.9% | +20.0% | -47.9% | -34.4% |
| All | -18.1% | +25.0% | -43.1% | -27.4% |
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