+59.8%
GLV vs SPY
+308.5%
-248.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.3% |
| 7D | +2.5% | +3.3% | -0.8% | +0.3% |
| 30D | +1.3% | -2.7% | +4.0% | +3.1% |
| 3M | -5.9% | -1.7% | -4.1% | -4.8% |
| 6M | -1.9% | +3.1% | -5.0% | -4.1% |
| YTD | +6.7% | +11.9% | -5.2% | -1.4% |
| 1Y | +3.9% | +12.0% | -8.1% | -4.0% |
| 3Y | +62.4% | +78.2% | -15.8% | +8.3% |
| 5Y | -7.8% | +73.2% | -81.0% | -37.8% |
| All | +59.8% | +308.5% | -248.7% | -37.4% |
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