+148.7%
GFF vs SPY
+78.7%
+70.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.7% |
| 7D | +3.1% | +0.5% | +2.5% | +2.4% |
| 30D | -9.0% | -0.9% | -8.1% | -7.9% |
| 3M | +12.5% | +3.9% | +8.6% | +7.4% |
| 6M | +26.3% | +14.5% | +11.8% | +7.0% |
| YTD | +33.1% | +12.9% | +20.2% | +14.7% |
| 1Y | +21.7% | +19.4% | +2.3% | -2.3% |
| 3Y | +148.7% | +78.5% | +70.2% | +20.4% |
| All | +148.7% | +78.7% | +70.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling