-39.2%
GLL vs SPY
+19.4%
-58.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +2.7% |
| 7D | -1.6% | +0.5% | -2.2% | -0.7% |
| 30D | -1.1% | -0.9% | -0.2% | -2.3% |
| 3M | -3.8% | +3.9% | -7.7% | +2.7% |
| 6M | +32.3% | +14.5% | +17.8% | +59.9% |
| YTD | -13.4% | +12.9% | -26.3% | +4.3% |
| 1Y | -39.2% | +19.4% | -58.6% | -21.0% |
| All | -39.2% | +19.4% | -58.6% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling