+219.0%
GLSI vs SPY
+158.2%
+60.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +10.8% | +0.1% | +10.8% | +10.9% |
| 3M | -32.6% | +2.0% | -34.6% | -33.2% |
| 6M | -40.9% | +13.0% | -53.9% | -45.2% |
| YTD | -24.1% | +13.5% | -37.6% | -29.3% |
| 1Y | +45.4% | +20.0% | +25.4% | +32.1% |
| 3Y | +72.8% | +77.2% | -4.4% | +39.7% |
| 5Y | -63.7% | +81.9% | -145.6% | -78.4% |
| All | +219.0% | +158.2% | +60.8% | +503.8% |
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