-62.3%
GLOO vs SPY
+14.5%
-76.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +4.1% | -0.6% | +4.7% | +4.9% |
| 30D | -21.0% | -3.7% | -17.4% | -18.1% |
| 3M | -13.2% | -2.7% | -10.5% | -10.8% |
| 6M | -54.0% | +2.2% | -56.1% | -54.2% |
| YTD | -46.9% | +10.8% | -57.8% | -48.4% |
| All | -62.3% | +14.5% | -76.7% | -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 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