-90.0%
GLNK vs SPY
+40.2%
-130.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | -2.8% |
| 7D | -8.8% | -0.9% | -7.9% | -7.1% |
| 30D | -19.8% | -2.4% | -17.5% | -14.7% |
| 3M | +20.7% | -1.2% | +21.8% | +24.2% |
| 6M | -2.8% | +3.3% | -6.1% | -12.1% |
| YTD | -15.4% | +12.3% | -27.7% | -39.1% |
| 1Y | -64.5% | +12.4% | -77.0% | -74.4% |
| All | -90.0% | +40.2% | -130.2% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling