-88.1%
GLOB vs SPY
+82.0%
-170.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | -1.1% | +2.0% | -3.1% | -5.0% |
| 6M | -24.7% | +13.0% | -37.8% | -39.1% |
| YTD | -40.1% | +13.5% | -53.7% | -51.5% |
| 1Y | -37.2% | +20.0% | -57.2% | -53.4% |
| 3Y | -80.7% | +77.2% | -157.8% | -92.4% |
| All | -88.1% | +82.0% | -170.1% | -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 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