+2,207.3%
GFF vs SPY
+3,091.8%
-884.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -2.8% | +0.1% | -2.9% | -2.9% |
| 3M | +16.3% | +2.0% | +14.3% | +14.0% |
| 6M | +22.5% | +13.0% | +9.5% | +8.2% |
| YTD | +36.3% | +13.5% | +22.8% | +19.8% |
| 1Y | +26.4% | +20.0% | +6.4% | +4.7% |
| 3Y | +140.4% | +77.2% | +63.2% | +34.2% |
| 5Y | +398.2% | +81.9% | +316.3% | +173.7% |
| 10Y | +688.0% | +314.1% | +373.9% | +104.3% |
| All | +2,207.3% | +3,091.8% | -884.5% | +36.4% |
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 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