+63.3%
GLRY vs SPY
+120.0%
-56.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +2.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -2.2% | -3.3% | +1.1% | +1.1% |
| 3M | -9.2% | -2.4% | -6.8% | -7.0% |
| 6M | -8.5% | +2.6% | -11.1% | -10.8% |
| YTD | +5.2% | +11.2% | -6.0% | -5.5% |
| 1Y | +3.6% | +13.4% | -9.8% | -8.6% |
| 3Y | +57.0% | +79.9% | -22.9% | -13.7% |
| 5Y | +25.3% | +72.2% | -46.8% | -25.5% |
| All | +63.3% | +120.0% | -56.7% | -31.0% |
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