+42.3%
GLSI vs SPY
+19.4%
+22.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +1.4% |
| 7D | +5.9% | +0.5% | +5.4% | +4.1% |
| 30D | +10.7% | -0.9% | +11.7% | +14.3% |
| 3M | -26.6% | +3.9% | -30.4% | -34.1% |
| 6M | -31.1% | +14.5% | -45.7% | -55.0% |
| YTD | -24.3% | +12.9% | -37.2% | -46.3% |
| 1Y | +42.3% | +19.4% | +23.0% | -16.2% |
| All | +42.3% | +19.4% | +22.9% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling