+179.0%
GLV vs SPY
+909.0%
-730.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | -0.2% | -2.7% | +2.5% | +1.9% |
| 30D | +0.8% | -5.4% | +6.2% | +5.1% |
| 3M | -6.2% | -4.1% | -2.1% | -3.3% |
| 6M | -2.0% | +0.7% | -2.7% | -2.8% |
| YTD | +5.8% | +8.7% | -2.9% | -1.2% |
| 1Y | +6.4% | +10.9% | -4.5% | -2.2% |
| 3Y | +59.7% | +75.0% | -15.3% | +1.2% |
| 5Y | -8.9% | +67.8% | -76.7% | -41.2% |
| 10Y | +60.7% | +312.9% | -252.2% | -52.3% |
| All | +179.0% | +909.0% | -730.1% | -56.9% |
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