+104.8%
GABF vs SPY
+99.7%
+5.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | -1.9% | -1.4% | -0.5% | -0.6% |
| 3M | +2.9% | +3.7% | -0.8% | -0.7% |
| 6M | +7.9% | +13.0% | -5.1% | -4.2% |
| YTD | -1.8% | +12.4% | -14.2% | -12.3% |
| 1Y | -4.8% | +18.5% | -23.3% | -19.1% |
| 3Y | +69.7% | +77.6% | -7.9% | -0.5% |
| All | +104.8% | +99.7% | +5.1% | +6.7% |
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 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