There are better ways of doing this with more recent versions of Pandas (see Multi-indexing using slicers in the changelog for version 0.14):
regression_df.loc[(slice(None), ['SPY', 'GLD']), :]
This can be made more readable with the use of pd.IndexSlice:
df.loc[pd.IndexSlice[:, ['SPY', 'GLD']], :]
With the convention idx = pd.IndexSlice, this becomes
df.loc[idx[:, ['SPY', 'GLD']], :]