+218.0%
GLSI vs SPY
+156.8%
+61.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +5.9% | +0.5% | +5.4% | +5.5% |
| 30D | +10.7% | -0.9% | +11.7% | +11.6% |
| 3M | -26.6% | +3.9% | -30.4% | -28.2% |
| 6M | -31.1% | +14.5% | -45.7% | -36.6% |
| YTD | -24.3% | +12.9% | -37.2% | -29.2% |
| 1Y | +42.3% | +19.4% | +23.0% | +29.8% |
| 3Y | +77.7% | +78.5% | -0.8% | +44.0% |
| 5Y | -63.8% | +81.8% | -145.5% | -77.9% |
| All | +218.0% | +156.8% | +61.2% | +504.4% |
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