+188.8%
GLV vs SPY
+954.3%
-765.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.5% | +0.1% | -2.5% | -2.5% |
| 3M | -3.5% | +2.0% | -5.5% | -5.1% |
| 6M | +2.7% | +13.0% | -10.3% | -6.8% |
| YTD | +9.5% | +13.5% | -4.0% | -1.0% |
| 1Y | +16.6% | +20.0% | -3.4% | +0.8% |
| 3Y | +58.4% | +77.2% | -18.8% | -0.5% |
| 5Y | -6.0% | +81.9% | -87.9% | -43.1% |
| 10Y | +57.6% | +314.1% | -256.5% | -53.1% |
| All | +188.8% | +954.3% | -765.5% | -56.8% |
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