+530.1%
GSL vs SPY
+307.0%
+223.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +10.3% | +2.6% | +7.7% | +7.6% |
| 30D | -0.2% | -2.0% | +1.7% | +1.7% |
| 3M | +5.3% | -2.8% | +8.1% | +8.2% |
| 6M | +7.5% | +2.1% | +5.4% | +4.8% |
| YTD | +28.6% | +11.5% | +17.1% | +14.9% |
| 1Y | +34.7% | +13.5% | +21.2% | +18.2% |
| 3Y | +208.9% | +77.7% | +131.2% | +69.0% |
| 5Y | +135.4% | +72.6% | +62.7% | +32.4% |
| All | +530.1% | +307.0% | +223.1% | -6.0% |
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