+9.8%
GLOB vs SPY
+312.9%
-303.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.2% |
| 7D | +1.5% | -2.7% | +4.2% | +4.9% |
| 30D | +33.6% | -5.4% | +39.0% | +43.1% |
| 3M | +27.3% | -4.1% | +31.4% | +33.7% |
| 6M | +16.5% | +0.7% | +15.8% | +12.7% |
| YTD | -27.5% | +8.7% | -36.1% | -36.9% |
| 1Y | -19.4% | +10.9% | -30.2% | -31.9% |
| 3Y | -74.2% | +75.0% | -149.2% | -88.5% |
| 5Y | -86.1% | +67.8% | -153.9% | -93.1% |
| All | +9.8% | +312.9% | -303.0% | -78.0% |
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