+752.8%
GLNG vs SPY
+1,036.3%
-283.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | -0.1% | +2.6% | -2.7% | -3.9% |
| 30D | -6.5% | -2.0% | -4.6% | -4.1% |
| 3M | -15.6% | -2.8% | -12.8% | -12.5% |
| 6M | -23.3% | +2.1% | -25.5% | -26.5% |
| YTD | +17.4% | +11.5% | +5.9% | -2.3% |
| 1Y | +15.9% | +13.5% | +2.4% | -6.2% |
| 3Y | +111.5% | +77.7% | +33.8% | -14.2% |
| 5Y | +265.7% | +72.6% | +193.1% | +47.8% |
| 10Y | +104.4% | +308.2% | -203.8% | -77.7% |
| All | +752.8% | +1,036.3% | -283.5% | -71.7% |
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