+148.8%
GLNG vs SPY
+78.7%
+70.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | -1.7% | +0.5% | -2.2% | -2.1% |
| 30D | +2.5% | -0.9% | +3.5% | +3.3% |
| 3M | +1.9% | +3.9% | -2.0% | -1.5% |
| 6M | +11.0% | +14.5% | -3.5% | -1.9% |
| YTD | +40.4% | +12.9% | +27.5% | +25.6% |
| 1Y | +27.6% | +19.4% | +8.3% | +7.9% |
| 3Y | +148.8% | +78.5% | +70.4% | +52.2% |
| All | +148.8% | +78.7% | +70.1% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling