-55.8%
GLUE vs SPY
+90.4%
-146.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | -11.4% | +2.6% | -13.9% | -14.9% |
| 30D | -4.8% | -2.0% | -2.8% | -1.8% |
| 3M | -40.8% | -2.8% | -38.1% | -38.3% |
| 6M | -50.6% | +2.1% | -52.7% | -52.7% |
| YTD | -40.2% | +11.5% | -51.7% | -50.7% |
| 1Y | -34.6% | +13.5% | -48.0% | -47.3% |
| 3Y | +206.7% | +77.7% | +129.0% | +15.9% |
| 5Y | -62.8% | +72.6% | -135.4% | -84.9% |
| All | -55.8% | +90.4% | -146.2% | -83.2% |
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 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