-63.7%
GLOO vs SPY
+17.1%
-80.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.1% |
| 30D | -30.3% | -1.0% | -29.3% | -29.5% |
| 3M | -16.2% | -0.3% | -15.8% | -15.9% |
| 6M | -58.4% | +7.3% | -65.7% | -60.1% |
| YTD | -49.0% | +13.3% | -62.4% | -51.6% |
| All | -63.7% | +17.1% | -80.8% | -61.5% |
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 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