-50.4%
GLUE vs SPY
+89.3%
-139.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.7% |
| 30D | +1.9% | -3.7% | +5.6% | +8.1% |
| 3M | -33.6% | -2.7% | -30.9% | -30.8% |
| 6M | -45.8% | +2.2% | -48.0% | -48.3% |
| YTD | -33.0% | +10.8% | -43.9% | -44.3% |
| 1Y | -25.3% | +11.2% | -36.6% | -38.0% |
| 3Y | +227.1% | +76.5% | +150.6% | +25.0% |
| 5Y | -53.9% | +72.9% | -126.9% | -81.3% |
| All | -50.4% | +89.3% | -139.7% | -81.0% |
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