+247.8%
GLOB vs SPY
+379.7%
-131.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 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% | -4.6% |
| 6M | -24.7% | +13.0% | -37.8% | -37.5% |
| YTD | -40.1% | +13.5% | -53.7% | -50.2% |
| 1Y | -37.2% | +20.0% | -57.2% | -51.6% |
| 3Y | -80.7% | +77.2% | -157.8% | -91.2% |
| 5Y | -88.2% | +81.9% | -170.1% | -94.5% |
| 10Y | -2.6% | +314.1% | -316.7% | -82.1% |
| All | +247.8% | +379.7% | -131.9% | -41.7% |
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