-61.3%
GLOO vs SPY
+17.3%
-78.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -7.9% | +0.1% | -7.9% | -7.9% |
| 3M | -43.1% | +2.0% | -45.1% | -43.7% |
| 6M | -49.3% | +13.0% | -62.3% | -52.7% |
| YTD | -45.6% | +13.5% | -59.2% | -48.4% |
| All | -61.3% | +17.3% | -78.6% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling