-64.4%
GLSI vs SPY
+82.0%
-146.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | +10.8% | +0.1% | +10.8% | +11.0% |
| 3M | -32.6% | +2.0% | -34.6% | -33.8% |
| 6M | -40.9% | +13.0% | -53.9% | -48.6% |
| YTD | -24.1% | +13.5% | -37.6% | -33.5% |
| 1Y | +45.4% | +20.0% | +25.4% | +20.0% |
| 3Y | +72.8% | +77.2% | -4.4% | -6.8% |
| All | -64.4% | +82.0% | -146.4% | -80.9% |
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