-59.8%
GLUE vs SPY
+81.8%
-141.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +4.0% |
| 7D | -0.3% | +0.5% | -0.8% | -1.2% |
| 30D | -10.1% | -0.9% | -9.2% | -8.7% |
| 3M | -16.1% | +3.9% | -19.9% | -21.8% |
| 6M | -19.8% | +14.5% | -34.4% | -36.2% |
| YTD | -9.0% | +12.9% | -21.9% | -26.3% |
| 1Y | +197.3% | +19.4% | +177.9% | +120.0% |
| 3Y | +139.0% | +78.5% | +60.6% | -10.2% |
| 5Y | -59.8% | +81.8% | -141.5% | -85.2% |
| All | -59.8% | +81.8% | -141.5% | -85.2% |
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