+58.5%
GFGF vs SPY
+77.4%
-18.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +2.3% | +2.0% | +0.3% | +0.4% |
| 6M | +9.5% | +13.0% | -3.5% | -2.3% |
| YTD | +3.6% | +13.5% | -10.0% | -7.9% |
| 1Y | +9.7% | +20.0% | -10.2% | -7.4% |
| All | +58.5% | +77.4% | -18.8% | -13.5% |
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