+67.6%
GLOF vs SPY
+67.0%
+0.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.2% | -0.3% |
| 7D | -4.4% | -4.7% | +0.3% | -0.2% |
| 30D | -6.3% | -5.9% | -0.4% | -1.2% |
| 3M | -5.0% | -4.5% | -0.5% | -1.0% |
| 6M | +1.4% | +1.8% | -0.4% | -0.1% |
| YTD | +10.3% | +8.3% | +2.0% | +3.1% |
| 1Y | +12.1% | +9.3% | +2.8% | +3.9% |
| 3Y | +77.4% | +74.9% | +2.6% | +9.1% |
| 5Y | +67.6% | +67.3% | +0.3% | +6.2% |
| All | +67.6% | +67.0% | +0.6% | +6.2% |
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