+60.9%
GLV vs SPY
+315.0%
-254.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +2.9% | -3.3% | +6.2% | +5.2% |
| 3M | -3.2% | -2.4% | -0.7% | -1.6% |
| 6M | +0.6% | +2.6% | -2.0% | -1.3% |
| YTD | +8.7% | +11.2% | -2.5% | +0.9% |
| 1Y | +9.4% | +13.4% | -4.0% | +0.2% |
| 3Y | +67.8% | +79.9% | -12.1% | +11.2% |
| 5Y | -6.8% | +72.2% | -79.0% | -36.9% |
| 10Y | +60.9% | +307.3% | -246.4% | -36.7% |
| All | +60.9% | +315.0% | -254.1% | -36.7% |
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