+62.8%
GLP vs SPY
+78.7%
-15.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.6% |
| 7D | +6.2% | +3.3% | +2.9% | +4.1% |
| 30D | -10.6% | -2.7% | -7.9% | -9.2% |
| 3M | -12.9% | -1.7% | -11.2% | -12.1% |
| 6M | -7.8% | +3.1% | -10.9% | -9.9% |
| YTD | +10.9% | +11.9% | -1.0% | +2.5% |
| 1Y | +12.0% | +12.0% | +0.1% | +3.4% |
| All | +62.8% | +78.7% | -15.9% | +16.3% |
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