+34.4%
GLU vs SPY
+81.8%
-47.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +0.3% | -0.9% | +1.2% | +0.7% |
| 3M | +3.5% | +3.9% | -0.3% | +1.7% |
| 6M | -2.4% | +14.5% | -16.9% | -8.2% |
| YTD | +4.5% | +12.9% | -8.4% | -1.2% |
| 1Y | +14.8% | +19.4% | -4.6% | +5.9% |
| 3Y | +69.4% | +78.5% | -9.1% | +28.9% |
| 5Y | +34.4% | +81.8% | -47.3% | +0.2% |
| All | +34.4% | +81.8% | -47.4% | +0.2% |
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