-87.9%
GLNK vs SPY
+41.0%
-128.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.9% | +8.9% |
| 7D | +12.0% | +0.5% | +11.5% | +10.3% |
| 30D | +53.7% | -0.9% | +54.7% | +57.7% |
| 3M | +56.1% | +3.9% | +52.2% | +38.9% |
| 6M | +43.1% | +14.5% | +28.6% | -4.2% |
| YTD | +2.4% | +12.9% | -10.5% | -27.2% |
| 1Y | -72.8% | +19.4% | -92.1% | -83.1% |
| All | -87.9% | +41.0% | -128.8% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling