+178.7%
GSL vs SPY
+82.0%
+96.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +10.3% | +0.1% | +10.2% | +10.2% |
| 3M | +24.2% | +2.0% | +22.2% | +21.7% |
| 6M | +18.9% | +13.0% | +5.9% | +6.6% |
| YTD | +38.6% | +13.5% | +25.1% | +23.8% |
| 1Y | +60.2% | +20.0% | +40.3% | +36.5% |
| 3Y | +198.0% | +77.2% | +120.8% | +77.8% |
| All | +178.7% | +82.0% | +96.7% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling