-98.7%
GLL vs SPY
+1,121.5%
-1,220.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -9.1% | -2.7% | -6.4% | -9.5% |
| 30D | +1.5% | -5.4% | +6.9% | +0.7% |
| 3M | +8.6% | -4.1% | +12.7% | +8.1% |
| 6M | +30.3% | +0.7% | +29.6% | +30.6% |
| YTD | -0.5% | +8.7% | -9.1% | +0.9% |
| 1Y | -15.3% | +10.9% | -26.1% | -13.9% |
| 3Y | -77.0% | +75.0% | -152.0% | -75.5% |
| 5Y | -79.8% | +67.8% | -147.6% | -78.4% |
| 10Y | -90.9% | +312.9% | -403.7% | -89.6% |
| All | -98.7% | +1,121.5% | -1,220.3% | -98.5% |
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