+327.1%
GLU vs SPY
+938.2%
-611.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | +1.2% | +2.0% | -0.7% | +0.1% |
| 6M | -4.9% | +13.0% | -17.9% | -11.0% |
| YTD | +4.7% | +13.5% | -8.9% | -2.4% |
| 1Y | +14.7% | +20.0% | -5.3% | +3.8% |
| 3Y | +69.3% | +77.2% | -7.9% | +22.8% |
| 5Y | +33.8% | +81.9% | -48.0% | -5.5% |
| 10Y | +112.4% | +314.1% | -201.7% | -3.6% |
| All | +327.1% | +938.2% | -611.1% | +26.8% |
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