+230.4%
GLSI vs SPY
+153.0%
+77.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +7.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.7% |
| 30D | -0.1% | -3.3% | +3.3% | +3.3% |
| 3M | +15.0% | -2.4% | +17.5% | +18.3% |
| 6M | -27.7% | +2.6% | -30.3% | -28.0% |
| YTD | -21.4% | +11.2% | -32.6% | -25.0% |
| 1Y | +90.8% | +13.4% | +77.4% | +80.5% |
| 3Y | +64.9% | +79.9% | -15.0% | +35.8% |
| 5Y | -55.6% | +72.2% | -127.8% | -75.4% |
| All | +230.4% | +153.0% | +77.4% | +540.5% |
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