+87.5%
GF vs SPY
+311.8%
-224.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.4% |
| 30D | +1.1% | -2.4% | +3.4% | +2.9% |
| 3M | -10.1% | -1.2% | -9.0% | -9.4% |
| 6M | -12.1% | +3.3% | -15.4% | -14.3% |
| YTD | -7.8% | +12.3% | -20.1% | -15.5% |
| 1Y | -0.8% | +12.4% | -13.2% | -9.2% |
| 3Y | +33.4% | +78.8% | -45.4% | -15.5% |
| 5Y | -22.5% | +75.2% | -97.7% | -50.5% |
| 10Y | +87.5% | +311.1% | -223.6% | -36.7% |
| All | +87.5% | +311.8% | -224.2% | -36.7% |
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