-32.7%
GLUE vs SPY
+92.0%
-124.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +0.3% | -0.4% | +0.6% | +0.8% |
| 30D | -9.9% | -1.4% | -8.5% | -7.8% |
| 3M | -14.1% | +3.7% | -17.9% | -19.8% |
| 6M | -19.3% | +13.0% | -32.3% | -34.2% |
| YTD | -9.1% | +12.4% | -21.5% | -25.8% |
| 1Y | +195.2% | +18.5% | +176.7% | +121.4% |
| 3Y | +138.9% | +77.6% | +61.2% | -9.0% |
| 5Y | -59.2% | +81.7% | -140.9% | -84.4% |
| All | -32.7% | +92.0% | -124.7% | -74.6% |
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