+26.9%
GLRY vs SPY
+74.0%
-47.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +7.1% | +3.3% | +3.8% | +3.8% |
| 30D | -0.2% | -2.7% | +2.5% | +2.5% |
| 3M | -8.9% | -1.7% | -7.1% | -7.4% |
| 6M | -8.1% | +3.1% | -11.2% | -10.8% |
| YTD | +5.7% | +11.9% | -6.2% | -5.1% |
| 1Y | +3.9% | +12.0% | -8.0% | -6.7% |
| 3Y | +55.6% | +78.2% | -22.6% | -10.4% |
| 5Y | +26.9% | +73.2% | -46.3% | -23.0% |
| All | +26.9% | +74.0% | -47.1% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling