-62.9%
GLOO vs SPY
+14.9%
-77.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +6.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.6% |
| 30D | -22.4% | -3.3% | -19.0% | -19.8% |
| 3M | -17.3% | -2.4% | -14.9% | -15.3% |
| 6M | -54.7% | +2.6% | -57.3% | -55.1% |
| YTD | -47.8% | +11.2% | -59.0% | -49.5% |
| All | -62.9% | +14.9% | -77.8% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling