-62.7%
GLOO vs SPY
+15.6%
-78.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.5% |
| 7D | +10.4% | +3.3% | +7.1% | +6.9% |
| 30D | -20.5% | -2.7% | -17.8% | -18.4% |
| 3M | -12.6% | -1.7% | -10.9% | -11.1% |
| 6M | -49.1% | +3.1% | -52.2% | -49.9% |
| YTD | -47.6% | +11.9% | -59.5% | -49.6% |
| All | -62.7% | +15.6% | -78.3% | -60.0% |
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