-93.4%
GLXU vs SPY
+20.6%
-114.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.4% | -10.7% | -8.3% |
| 7D | +8.5% | +2.6% | +5.9% | -7.6% |
| 30D | -47.6% | -2.0% | -45.6% | -36.6% |
| 3M | -66.1% | -2.8% | -63.3% | -54.4% |
| 6M | -88.4% | +2.1% | -90.5% | -88.3% |
| YTD | -85.4% | +11.5% | -96.9% | -90.4% |
| 1Y | -91.2% | +13.5% | -104.6% | -94.6% |
| All | -93.4% | +20.6% | -114.0% | -96.7% |
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