+100.4%
GABF vs SPY
+98.8%
+1.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | +1.3% | +3.3% | -2.0% | -1.7% |
| 30D | +4.6% | -2.7% | +7.3% | +7.2% |
| 3M | -5.3% | -1.7% | -3.5% | -3.8% |
| 6M | +1.2% | +3.1% | -1.9% | -2.0% |
| YTD | -3.9% | +11.9% | -15.8% | -13.9% |
| 1Y | -3.7% | +12.0% | -15.7% | -13.7% |
| 3Y | +67.1% | +78.2% | -11.1% | -2.4% |
| All | +100.4% | +98.8% | +1.6% | +4.7% |
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