-91.7%
GLL vs SPY
+311.3%
-403.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.5% |
| 7D | -1.6% | +0.5% | -2.2% | -1.5% |
| 30D | -1.1% | -0.9% | -0.2% | -1.3% |
| 3M | -3.8% | +3.9% | -7.7% | -2.9% |
| 6M | +32.3% | +14.5% | +17.8% | +35.9% |
| YTD | -13.4% | +12.9% | -26.3% | -11.1% |
| 1Y | -39.2% | +19.4% | -58.6% | -37.1% |
| 3Y | -80.9% | +78.5% | -159.4% | -79.1% |
| 5Y | -83.2% | +81.8% | -164.9% | -81.3% |
| 10Y | -91.7% | +311.5% | -403.2% | -91.1% |
| All | -91.7% | +311.3% | -403.0% | -91.1% |
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 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