+364.8%
GSL vs SPY
+314.4%
+50.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.1% |
| 7D | +0.5% | +0.5% | 0.0% | 0.0% |
| 30D | +6.9% | -0.9% | +7.8% | +7.9% |
| 3M | +19.9% | +3.9% | +16.0% | +15.1% |
| 6M | +18.7% | +14.5% | +4.2% | +3.2% |
| YTD | +33.6% | +12.9% | +20.7% | +17.8% |
| 1Y | +50.6% | +19.4% | +31.2% | +25.6% |
| 3Y | +204.5% | +78.5% | +126.1% | +65.1% |
| 5Y | +174.5% | +81.8% | +92.7% | +45.8% |
| All | +364.8% | +314.4% | +50.4% | -26.6% |
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 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