+364.7%
GFF vs SPY
+71.5%
+293.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +2.8% |
| 7D | +2.5% | +0.1% | +2.5% | +2.6% |
| 30D | +17.9% | -3.3% | +21.2% | +22.8% |
| 3M | -0.2% | -2.4% | +2.2% | +2.9% |
| 6M | +21.9% | +2.6% | +19.3% | +18.4% |
| YTD | +46.0% | +11.2% | +34.8% | +28.9% |
| 1Y | +49.5% | +13.4% | +36.1% | +29.0% |
| 3Y | +156.5% | +79.9% | +76.6% | +29.3% |
| 5Y | +364.7% | +72.2% | +292.5% | +143.9% |
| All | +364.7% | +71.5% | +293.2% | +143.9% |
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 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