+53.6%
JGLO vs SPY
+75.2%
-21.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -2.6% | -2.0% | -0.6% | -0.9% |
| 30D | -2.8% | -1.7% | -1.1% | -1.3% |
| 3M | +4.8% | +4.7% | 0.0% | +0.7% |
| 6M | +7.0% | +12.5% | -5.5% | -3.4% |
| YTD | +6.6% | +11.7% | -5.2% | -3.1% |
| 1Y | +10.0% | +17.5% | -7.5% | -4.2% |
| All | +53.6% | +75.2% | -21.6% | -6.8% |
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