GLSOX Performance — Secured Options Portfolio, Institutional Shares
Data updated: 2026-09-14
GLSOX returned +8.60% year to date and +15.06% over one year to Jul 2026. Annualised returns are +10.58% over 3 years and +7.49% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $135, against $153 for the category, and to $115 over one year, against $116. Volatility over the past three years was 5.55% a year. In the 12 months to Jul 2026 the fund lost a net $250.6M, and assets reached $277.31M.
GLSOX Growth of $100
What $100 invested in Secured Options Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | GLSOX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $115 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $135 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $143 | $159 |
| Since data start (Aug 2019 – Jul 2026) | $177 | $226 |
GLSOX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +8.60% |
| 1 year | +15.06% |
| 3 years (annualised) | +10.58% |
| 5 years (annualised) | +7.49% |
GLSOX Annual Returns
Calendar-year total returns of Secured Options Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +8.60% |
| 2025 | +7.92% |
| 2024 | +14.03% |
| 2023 | +14.80% |
| 2022 | −11.52% |
| 2021 | +18.43% |
| 2020 | +4.36% |
| 2019 (Aug–Dec) | +5.42% |
GLSOX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.4% | +0.6% | −2.0% | +4.3% | +1.5% | +1.1% | +1.4% | — | — | — | — | — |
| 2025 | +1.4% | +0.1% | −4.1% | −1.2% | +2.4% | +2.6% | +0.8% | +1.7% | +1.4% | +1.2% | +1.1% | +0.4% |
| 2024 | +0.7% | +1.2% | +1.3% | +0.2% | +1.6% | +1.3% | +1.2% | +1.2% | +1.4% | +0.1% | +3.0% | 0.0% |
| 2023 | +3.0% | −0.1% | +3.2% | +1.7% | +1.2% | +2.2% | +1.7% | −0.5% | −2.3% | −0.8% | +3.8% | +1.0% |
| 2022 | −2.0% | −0.8% | +3.4% | −5.1% | −0.9% | −5.9% | +4.3% | −3.6% | −6.9% | +4.1% | +3.2% | −1.3% |
| 2021 | +0.1% | +1.8% | +3.9% | +1.6% | +1.4% | +1.8% | +1.0% | +1.5% | −1.4% | +3.2% | −1.0% | +3.4% |
| 2020 | −0.6% | −7.1% | −12.3% | +8.9% | +2.5% | +1.2% | +2.6% | +1.4% | +0.8% | −1.1% | +7.3% | +2.5% |
| 2019 | — | — | — | — | — | — | — | −0.2% | +1.4% | +2.2% | +1.1% | +0.8% |
GLSOX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 5.55%
- 3-year Sharpe ratio: 1.10 (vs 4.5% risk-free rate)
- Best month: +4.35% (Apr 2026)
- Worst month: −4.10% (Mar 2025)
GLSOX Fund Flows
Monthly money in and out of Secured Options Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$250.6M
- 12-month gross sales (incl. reinvestments): $126.5M
- Sales ÷ redemptions: 0.34×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $36.3M | $109.3M | −$73.1M |
| Jun 2026 | $2.7M | $2.1M | $565K |
| May 2026 | $2.6M | $3.7M | −$1.1M |
| Apr 2026 | $2.1M | $24.0M | −$21.9M |
| Mar 2026 | $1.5M | $26.6M | −$25.0M |
| Feb 2026 | $1.4M | $20.2M | −$18.8M |
| Jan 2026 | $24.5M | $3.2M | $21.4M |
| Dec 2025 | $30.4M | $47.3M | −$17.0M |
| Nov 2025 | $1.1M | $2.8M | −$1.8M |
| Oct 2025 | $3.5M | $5.9M | −$2.4M |
| Sep 2025 | $1.1M | $117.7M | −$116.6M |
| Aug 2025 | $19.3M | $14.3M | $5.0M |
GLSOX Assets Under Management
Net assets of Secured Options Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $277.31M |
| 2026-04-30 | $363.21M |
| 2026-01-31 | $420.16M |
| 2025-10-31 | $433.24M |
| 2025-07-31 | $526.28M |
| 2025-04-30 | $509.52M |
| 2025-01-31 | $605.03M |
| 2024-10-31 | $611.32M |
| 2024-07-31 | $588.93M |
| 2024-04-30 | $572.90M |
| 2024-01-31 | $545.24M |
| 2023-10-31 | $512.69M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.