+16.2%
GLIN vs SPY
+304.1%
-287.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +4.7% | -0.6% | +5.3% | +5.0% |
| 30D | +10.3% | -3.7% | +14.0% | +13.1% |
| 3M | +3.1% | -2.7% | +5.8% | +5.0% |
| 6M | +2.5% | +2.2% | +0.3% | +0.7% |
| YTD | +2.4% | +10.8% | -8.4% | -4.9% |
| 1Y | +3.0% | +11.2% | -8.2% | -4.7% |
| 3Y | +25.9% | +76.5% | -50.6% | -18.7% |
| 5Y | +19.2% | +72.9% | -53.7% | -22.6% |
| 10Y | +16.2% | +304.8% | -288.6% | -64.5% |
| All | +16.2% | +304.1% | -287.9% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling