-30.6%
GLIN vs SPY
+874.7%
-905.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | +1.9% | +2.0% | 0.0% | +0.1% |
| 6M | +3.2% | +13.0% | -9.8% | -7.2% |
| YTD | -0.2% | +13.5% | -13.7% | -10.6% |
| 1Y | +3.9% | +20.0% | -16.1% | -11.5% |
| 3Y | +27.3% | +77.2% | -49.9% | -25.4% |
| 5Y | +13.2% | +81.9% | -68.7% | -36.7% |
| 10Y | +10.0% | +314.1% | -304.1% | -75.7% |
| All | -30.6% | +874.7% | -905.2% | -94.3% |
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