-29.9%
GLIN vs SPY
+832.8%
-862.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | +3.9% | -2.7% | +6.6% | +6.2% |
| 30D | +9.2% | -5.4% | +14.6% | +14.4% |
| 3M | +1.5% | -4.1% | +5.6% | +5.0% |
| 6M | +0.5% | +0.7% | -0.2% | -0.3% |
| YTD | +0.8% | +8.7% | -7.9% | -6.4% |
| 1Y | +2.3% | +10.9% | -8.6% | -6.7% |
| 3Y | +26.2% | +75.0% | -48.7% | -25.4% |
| 5Y | +17.1% | +67.8% | -50.7% | -29.5% |
| 10Y | +12.5% | +312.9% | -300.4% | -75.5% |
| All | -29.9% | +832.8% | -862.8% | -94.1% |
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