+1,059.4%
GLP vs SPY
+805.5%
+253.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.9% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | -11.5% | -3.7% | -7.8% | -9.2% |
| 3M | -12.6% | -2.7% | -9.8% | -11.1% |
| 6M | -7.5% | +2.2% | -9.6% | -9.5% |
| YTD | +9.6% | +10.8% | -1.3% | +0.7% |
| 1Y | +12.7% | +11.2% | +1.5% | +3.2% |
| 3Y | +60.0% | +76.5% | -16.5% | +3.7% |
| 5Y | +179.8% | +72.9% | +106.8% | +82.5% |
| 10Y | +561.9% | +304.8% | +257.1% | +130.0% |
| All | +1,059.4% | +805.5% | +253.9% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling