-85.6%
GLOB vs SPY
+72.1%
-157.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.2% |
| 7D | -4.2% | +2.6% | -6.8% | -8.0% |
| 30D | +23.2% | -2.0% | +25.2% | +25.5% |
| 3M | +10.8% | -2.8% | +13.6% | +14.2% |
| 6M | +38.7% | +2.1% | +36.5% | +30.8% |
| YTD | -30.5% | +11.5% | -42.0% | -42.9% |
| 1Y | -27.7% | +13.5% | -41.2% | -42.2% |
| 3Y | -73.7% | +77.7% | -151.4% | -89.9% |
| All | -85.6% | +72.1% | -157.7% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling