+111.3%
GLU vs SPY
+312.5%
-201.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -0.8% | -1.4% | +0.5% | 0.0% |
| 3M | +3.0% | +3.7% | -0.7% | +0.6% |
| 6M | -2.4% | +13.0% | -15.4% | -9.5% |
| YTD | +3.3% | +12.4% | -9.1% | -4.0% |
| 1Y | +12.3% | +18.5% | -6.2% | +1.0% |
| 3Y | +67.5% | +77.6% | -10.2% | +14.8% |
| 5Y | +33.4% | +81.7% | -48.3% | -11.2% |
| 10Y | +111.3% | +319.7% | -208.4% | -24.3% |
| All | +111.3% | +312.5% | -201.3% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling