-15.9%
GLWG vs SPY
+14.2%
-30.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.4% | +11.8% | +13.8% |
| 7D | +7.3% | +0.1% | +7.2% | +6.2% |
| 30D | -6.5% | +0.1% | -6.6% | -7.5% |
| 3M | -53.5% | +2.0% | -55.5% | -55.8% |
| All | -15.9% | +14.2% | -30.2% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling