+284.9%
GSLC vs SPY
+315.0%
-30.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | -0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.8% | -3.3% | +0.5% | +0.5% |
| 3M | -2.3% | -2.4% | +0.2% | +0.1% |
| 6M | +3.6% | +2.6% | +1.0% | +1.0% |
| YTD | +9.8% | +11.2% | -1.5% | -1.2% |
| 1Y | +11.9% | +13.4% | -1.5% | -1.1% |
| 3Y | +74.5% | +79.9% | -5.4% | -2.2% |
| 5Y | +64.0% | +72.2% | -8.2% | -4.1% |
| 10Y | +284.9% | +307.3% | -22.5% | -3.1% |
| All | +284.9% | +315.0% | -30.2% | -3.1% |
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