+20.3%
GLRY vs SPY
+67.4%
-47.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | -1.7% | -2.7% | +1.0% | +0.9% |
| 30D | -6.0% | -5.4% | -0.6% | -0.9% |
| 3M | -12.4% | -4.1% | -8.3% | -8.9% |
| 6M | -13.6% | +0.7% | -14.3% | -14.2% |
| YTD | +0.8% | +8.7% | -7.9% | -6.9% |
| 1Y | -0.5% | +10.9% | -11.4% | -9.8% |
| 3Y | +47.3% | +75.0% | -27.6% | -13.7% |
| All | +20.3% | +67.4% | -47.1% | -24.6% |
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 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