-73.0%
GLNK vs SPY
+18.8%
-91.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.2% | -4.4% |
| 7D | +7.0% | -0.4% | +7.4% | +8.2% |
| 30D | +43.5% | -1.4% | +44.8% | +48.9% |
| 3M | +51.1% | +3.7% | +47.4% | +34.6% |
| 6M | +31.8% | +13.0% | +18.8% | -9.0% |
| YTD | -3.3% | +12.4% | -15.7% | -31.0% |
| 1Y | -73.0% | +18.5% | -91.5% | -81.9% |
| All | -73.0% | +18.8% | -91.8% | -81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling