+203.4%
GLSI vs SPY
+147.1%
+56.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | -12.9% | -2.7% | -10.2% | -10.6% |
| 30D | -1.4% | -5.4% | +4.0% | +3.6% |
| 3M | +6.5% | -4.1% | +10.6% | +11.0% |
| 6M | -34.2% | +0.7% | -34.9% | -33.6% |
| YTD | -27.8% | +8.7% | -36.5% | -29.8% |
| 1Y | +84.5% | +10.9% | +73.7% | +77.7% |
| 3Y | +45.4% | +75.0% | -29.5% | +22.1% |
| 5Y | -59.5% | +67.8% | -127.3% | -77.4% |
| All | +203.4% | +147.1% | +56.3% | +498.8% |
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