-91.2%
GLL vs SPY
+308.5%
-399.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.5% |
| 7D | +11.7% | +3.3% | +8.4% | +12.5% |
| 30D | +14.7% | -2.7% | +17.4% | +14.2% |
| 3M | +28.8% | -1.7% | +30.6% | +28.6% |
| 6M | +44.2% | +3.1% | +41.1% | +45.5% |
| YTD | +9.3% | +11.9% | -2.6% | +12.1% |
| 1Y | +3.7% | +12.0% | -8.3% | +6.4% |
| 3Y | -75.9% | +78.2% | -154.1% | -73.6% |
| 5Y | -76.6% | +73.2% | -149.8% | -74.1% |
| All | -91.2% | +308.5% | -399.7% | -90.8% |
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