+407.5%
GLNG vs SPY
+81.0%
+326.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -2.2% | -0.4% | -1.9% | -2.0% |
| 30D | +2.9% | -1.4% | +4.3% | +4.1% |
| 3M | +2.9% | +3.7% | -0.8% | -0.4% |
| 6M | +15.2% | +13.0% | +2.2% | +3.2% |
| YTD | +41.7% | +12.4% | +29.3% | +27.4% |
| 1Y | +28.3% | +18.5% | +9.8% | +9.8% |
| 3Y | +151.2% | +77.6% | +73.5% | +53.0% |
| 5Y | +407.5% | +81.7% | +325.8% | +208.2% |
| All | +407.5% | +81.0% | +326.5% | +208.2% |
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 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