+26.8%
GSL vs SPY
+12.3%
+14.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +3.7% |
| 7D | +2.4% | +0.1% | +2.4% | +2.3% |
| 30D | -7.6% | -3.3% | -4.2% | -5.3% |
| 3M | -1.5% | -2.4% | +0.9% | +0.3% |
| 6M | +0.4% | +2.6% | -2.2% | -2.3% |
| YTD | +23.1% | +11.2% | +11.9% | +10.1% |
| All | +26.8% | +12.3% | +14.5% | +13.0% |
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 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 · 6 months rolling