+63.5%
GLRY vs SPY
+119.2%
-55.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.6% | -0.6% | +2.2% | +2.1% |
| 30D | -2.1% | -3.7% | +1.6% | +1.7% |
| 3M | -8.6% | -2.7% | -5.8% | -6.0% |
| 6M | -8.4% | +2.2% | -10.6% | -10.4% |
| YTD | +5.3% | +10.8% | -5.5% | -5.0% |
| 1Y | +2.8% | +11.2% | -8.5% | -7.6% |
| 3Y | +55.0% | +76.5% | -21.5% | -13.1% |
| 5Y | +27.8% | +72.9% | -45.1% | -24.7% |
| All | +63.5% | +119.2% | -55.7% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling