+205.6%
GLSI vs SPY
+154.5%
+51.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.7% | -4.7% |
| 7D | +4.3% | +3.3% | +1.0% | +1.7% |
| 30D | -1.4% | -2.7% | +1.3% | +1.4% |
| 3M | -9.7% | -1.7% | -7.9% | -7.6% |
| 6M | -38.2% | +3.1% | -41.2% | -38.7% |
| YTD | -27.3% | +11.9% | -39.2% | -30.9% |
| 1Y | +83.5% | +12.0% | +71.6% | +74.5% |
| 3Y | +50.2% | +78.2% | -27.9% | +23.5% |
| 5Y | -57.1% | +73.2% | -130.3% | -76.3% |
| All | +205.6% | +154.5% | +51.1% | +489.7% |
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