+27.6%
GSL vs SPY
+704.3%
-676.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.0% |
| 7D | +5.0% | -0.6% | +5.6% | +5.5% |
| 30D | -5.1% | -3.7% | -1.5% | -1.9% |
| 3M | +2.5% | -2.7% | +5.2% | +5.0% |
| 6M | +3.0% | +2.2% | +0.9% | +0.7% |
| YTD | +26.4% | +10.8% | +15.5% | +14.9% |
| 1Y | +30.1% | +11.2% | +18.9% | +17.9% |
| 3Y | +205.2% | +76.5% | +128.7% | +80.8% |
| 5Y | +130.0% | +72.9% | +57.0% | +38.4% |
| 10Y | +519.0% | +304.8% | +214.2% | +82.6% |
| All | +27.6% | +704.3% | -676.7% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling