+53.3%
GLRY vs SPY
+114.3%
-61.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | +1.6% |
| 7D | -5.0% | -4.7% | -0.3% | -0.4% |
| 30D | -9.5% | -5.9% | -3.5% | -3.8% |
| 3M | -15.4% | -4.5% | -10.9% | -11.4% |
| 6M | -14.4% | +1.8% | -16.2% | -16.0% |
| YTD | -1.2% | +8.3% | -9.6% | -8.9% |
| 1Y | -3.4% | +9.3% | -12.8% | -11.7% |
| 3Y | +43.3% | +74.9% | -31.6% | -19.0% |
| 5Y | +18.5% | +67.3% | -48.8% | -27.4% |
| All | +53.3% | +114.3% | -61.0% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling