-66.0%
GLOO vs SPY
+12.3%
-78.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -7.2% | -2.7% | -4.5% | -4.5% |
| 30D | -31.7% | -5.4% | -26.3% | -27.8% |
| 3M | -20.2% | -4.1% | -16.1% | -16.7% |
| 6M | -61.3% | +0.7% | -62.0% | -60.9% |
| YTD | -52.2% | +8.7% | -60.9% | -52.6% |
| All | -66.0% | +12.3% | -78.3% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling