-61.3%
GLOO vs SPY
+16.0%
-77.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.3% |
| 7D | +6.9% | -0.9% | +7.8% | +7.8% |
| 30D | -18.4% | -2.4% | -16.1% | -16.6% |
| 3M | -10.4% | -1.2% | -9.3% | -9.4% |
| 6M | -48.3% | +3.3% | -51.6% | -49.2% |
| YTD | -45.5% | +12.3% | -57.8% | -47.8% |
| All | -61.3% | +16.0% | -77.2% | -58.5% |
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