+991.7%
GF vs SPY
+3,091.8%
-2,100.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +0.8% | +0.1% | +0.7% | +0.8% |
| 3M | -4.8% | +2.0% | -6.8% | -6.6% |
| 6M | +1.2% | +13.0% | -11.8% | -9.2% |
| YTD | +2.0% | +13.5% | -11.5% | -8.8% |
| 1Y | +3.9% | +20.0% | -16.0% | -11.7% |
| 3Y | +36.7% | +77.2% | -40.5% | -19.6% |
| 5Y | -18.8% | +81.9% | -100.7% | -54.1% |
| 10Y | +92.9% | +314.1% | -221.1% | -50.5% |
| All | +991.7% | +3,091.8% | -2,100.1% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling