+50.2%
GFF vs SPY
+12.1%
+38.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +4.1% | +2.6% | +1.5% | +0.7% |
| 30D | +14.2% | -2.0% | +16.2% | +17.1% |
| 3M | -0.5% | -2.8% | +2.2% | +3.2% |
| 6M | +27.5% | +2.1% | +25.4% | +23.4% |
| YTD | +43.8% | +11.5% | +32.3% | +22.5% |
| 1Y | +50.2% | +13.5% | +36.7% | +24.0% |
| All | +50.2% | +12.1% | +38.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling