-51.7%
GLUE vs SPY
+71.5%
-123.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -3.6% |
| 7D | -0.5% | +0.1% | -0.5% | -0.7% |
| 30D | +2.7% | -3.3% | +6.0% | +8.3% |
| 3M | -33.4% | -2.4% | -31.0% | -30.9% |
| 6M | -45.4% | +2.6% | -48.0% | -48.2% |
| YTD | -32.5% | +11.2% | -43.8% | -44.2% |
| 1Y | -14.1% | +13.4% | -27.4% | -30.7% |
| 3Y | +220.6% | +79.9% | +140.7% | +17.8% |
| 5Y | -51.7% | +72.2% | -123.9% | -80.2% |
| All | -51.7% | +71.5% | -123.2% | -80.2% |
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