-91.6%
GLL vs SPY
+315.0%
-406.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.2% |
| 7D | -9.6% | +0.1% | -9.7% | -9.5% |
| 30D | +2.2% | -3.3% | +5.5% | +1.6% |
| 3M | +9.4% | -2.4% | +11.8% | +9.1% |
| 6M | +27.1% | +2.6% | +24.5% | +28.1% |
| YTD | -4.1% | +11.2% | -15.4% | -1.8% |
| 1Y | -17.4% | +13.4% | -30.8% | -15.2% |
| 3Y | -78.4% | +79.9% | -158.3% | -76.3% |
| 5Y | -80.2% | +72.2% | -152.4% | -78.2% |
| 10Y | -91.6% | +307.3% | -398.9% | -90.7% |
| All | -91.6% | +315.0% | -406.6% | -90.7% |
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