+315.1%
GLU vs SPY
+893.6%
-578.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +2.6% | -2.7% | +5.3% | +4.0% |
| 30D | +6.2% | -5.4% | +11.6% | +9.3% |
| 3M | -1.9% | -4.1% | +2.2% | +0.2% |
| 6M | -3.3% | +0.7% | -4.0% | -3.9% |
| YTD | +1.7% | +8.7% | -7.0% | -3.0% |
| 1Y | +8.8% | +10.9% | -2.1% | +2.6% |
| 3Y | +92.4% | +75.0% | +17.4% | +40.3% |
| 5Y | +30.9% | +67.8% | -36.9% | -3.5% |
| 10Y | +126.7% | +312.9% | -186.1% | +3.2% |
| All | +315.1% | +893.6% | -578.5% | +26.0% |
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