+948.5%
GLNG vs SPY
+1,048.4%
-99.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.9% |
| 7D | +1.5% | -0.8% | +2.2% | +2.6% |
| 30D | +4.1% | -1.1% | +5.1% | +5.5% |
| 3M | +5.1% | +3.9% | +1.3% | -1.1% |
| 6M | +16.9% | +13.6% | +3.3% | -4.7% |
| YTD | +44.3% | +12.7% | +31.6% | +18.7% |
| 1Y | +32.9% | +17.5% | +15.4% | +2.3% |
| 3Y | +148.9% | +76.9% | +72.0% | +1.7% |
| 5Y | +423.2% | +83.6% | +339.6% | +92.6% |
| 10Y | +185.8% | +320.7% | -134.9% | -70.1% |
| All | +948.5% | +1,048.4% | -99.9% | -65.6% |
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 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