+54.1%
GFEB vs SPY
+96.6%
-42.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -0.6% | -2.0% | +1.4% | +0.3% |
| 30D | +0.1% | -1.7% | +1.8% | +0.9% |
| 3M | +3.2% | +4.7% | -1.5% | +0.9% |
| 6M | +7.0% | +12.5% | -5.5% | +1.0% |
| YTD | +7.7% | +11.7% | -4.0% | +2.0% |
| 1Y | +11.3% | +17.5% | -6.2% | +2.8% |
| 3Y | +42.4% | +76.6% | -34.1% | +5.4% |
| All | +54.1% | +96.6% | -42.6% | +6.6% |
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