+265.3%
GLNG vs SPY
+74.0%
+191.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +0.9% | +3.3% | -2.4% | -1.7% |
| 30D | -10.5% | -2.7% | -7.8% | -8.5% |
| 3M | -15.5% | -1.7% | -13.7% | -14.3% |
| 6M | -24.3% | +3.1% | -27.4% | -26.5% |
| YTD | +17.2% | +11.9% | +5.4% | +5.8% |
| 1Y | +15.2% | +12.0% | +3.2% | +3.8% |
| 3Y | +113.4% | +78.2% | +35.2% | +30.5% |
| 5Y | +265.3% | +73.2% | +192.0% | +132.6% |
| All | +265.3% | +74.0% | +191.2% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling