+131.7%
GLO vs SPY
+743.3%
-611.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.8% |
| 7D | +1.1% | -0.9% | +2.0% | +1.8% |
| 30D | +1.9% | -2.4% | +4.3% | +3.9% |
| 3M | -5.3% | -1.2% | -4.1% | -4.5% |
| 6M | -2.7% | +3.3% | -6.0% | -5.6% |
| YTD | +7.2% | +12.3% | -5.1% | -3.3% |
| 1Y | +5.9% | +12.4% | -6.5% | -4.6% |
| 3Y | +73.9% | +78.8% | -4.9% | +3.3% |
| 5Y | -20.6% | +75.2% | -95.8% | -52.1% |
| 10Y | +100.6% | +311.1% | -210.5% | -43.2% |
| All | +131.7% | +743.3% | -611.6% | -68.1% |
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