+65.6%
GLRY vs SPY
+122.1%
-56.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.1% |
| 7D | +4.8% | -0.9% | +5.7% | +5.8% |
| 30D | +0.5% | -2.4% | +2.8% | +2.9% |
| 3M | -7.3% | -1.2% | -6.1% | -6.3% |
| 6M | -7.7% | +3.3% | -11.0% | -10.7% |
| YTD | +6.7% | +12.3% | -5.6% | -5.1% |
| 1Y | +5.2% | +12.4% | -7.3% | -6.5% |
| 3Y | +57.0% | +78.8% | -21.8% | -13.2% |
| 5Y | +28.6% | +75.2% | -46.6% | -25.2% |
| All | +65.6% | +122.1% | -56.5% | -30.8% |
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