+65.0%
GSLC vs SPY
+72.2%
-7.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | +0.2% |
| 30D | -3.1% | -3.7% | +0.6% | +0.5% |
| 3M | -2.5% | -2.7% | +0.3% | +0.2% |
| 6M | +3.3% | +2.2% | +1.1% | +1.1% |
| YTD | +9.4% | +10.8% | -1.4% | -1.0% |
| 1Y | +10.0% | +11.2% | -1.2% | -0.8% |
| 3Y | +71.1% | +76.5% | -5.4% | -1.6% |
| 5Y | +65.0% | +72.9% | -7.9% | -3.1% |
| All | +65.0% | +72.2% | -7.2% | -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 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