-8.6%
GLIBK vs SPY
+23.7%
-32.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.7% |
| 7D | +22.1% | -0.9% | +23.0% | +22.0% |
| 30D | +43.7% | -2.4% | +46.1% | +44.0% |
| 3M | +14.0% | -1.2% | +15.1% | +13.8% |
| 6M | +0.2% | +3.3% | -3.0% | -1.5% |
| YTD | -23.6% | +12.3% | -35.9% | -27.9% |
| 1Y | -18.5% | +12.4% | -31.0% | -23.4% |
| All | -8.6% | +23.7% | -32.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling