+103.0%
GABF vs SPY
+98.5%
+4.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -3.8% | -2.0% | -1.8% | -1.9% |
| 30D | -3.8% | -1.7% | -2.1% | -2.2% |
| 3M | +2.4% | +4.7% | -2.4% | -2.1% |
| 6M | +7.2% | +12.5% | -5.3% | -4.4% |
| YTD | -2.7% | +11.7% | -14.4% | -12.6% |
| 1Y | -5.7% | +17.5% | -23.2% | -19.3% |
| 3Y | +68.2% | +76.6% | -8.4% | -0.8% |
| All | +103.0% | +98.5% | +4.5% | +6.3% |
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