-98.9%
GLL vs SPY
+1,176.3%
-1,275.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -8.8% | +0.1% | -8.8% | -8.7% |
| 3M | -0.5% | +2.0% | -2.5% | -0.1% |
| 6M | +26.9% | +13.0% | +13.9% | +29.2% |
| YTD | -16.4% | +13.5% | -29.9% | -14.8% |
| 1Y | -43.5% | +20.0% | -63.5% | -42.1% |
| 3Y | -81.1% | +77.2% | -158.3% | -79.8% |
| 5Y | -83.0% | +81.9% | -164.9% | -81.7% |
| 10Y | -92.1% | +314.1% | -406.2% | -91.0% |
| All | -98.9% | +1,176.3% | -1,275.3% | -98.7% |
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 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