+66.3%
GLP vs SPY
+75.1%
-8.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +7.8% |
| 7D | -5.1% | -2.7% | -2.4% | -3.6% |
| 30D | -4.4% | -5.4% | +1.0% | -1.3% |
| 3M | -5.8% | -4.1% | -1.7% | -3.5% |
| 6M | -2.9% | +0.7% | -3.6% | -3.8% |
| YTD | +12.8% | +8.7% | +4.1% | +6.1% |
| 1Y | +8.0% | +10.9% | -2.9% | 0.0% |
| 3Y | +66.3% | +75.0% | -8.7% | +19.1% |
| All | +66.3% | +75.1% | -8.8% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling