-5.8%
GLOB vs SPY
+311.3%
-317.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.4% |
| 7D | -6.5% | +0.5% | -7.0% | -7.1% |
| 30D | -0.7% | -0.9% | +0.2% | +0.7% |
| 3M | -2.8% | +3.9% | -6.6% | -8.7% |
| 6M | -28.1% | +14.5% | -42.6% | -41.8% |
| YTD | -43.2% | +12.9% | -56.1% | -52.7% |
| 1Y | -39.7% | +19.4% | -59.1% | -53.6% |
| 3Y | -81.7% | +78.5% | -160.1% | -92.0% |
| 5Y | -88.6% | +81.8% | -170.4% | -94.9% |
| 10Y | -5.8% | +311.5% | -317.3% | -84.2% |
| All | -5.8% | +311.3% | -317.1% | -84.2% |
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 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