+43.9%
GFGF vs SPY
+71.9%
-28.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | 0.0% |
| 7D | -3.7% | -0.4% | -3.3% | -3.3% |
| 30D | -2.9% | -1.0% | -1.9% | -2.0% |
| 3M | +1.7% | +3.2% | -1.5% | -1.4% |
| 6M | +2.9% | +7.8% | -4.9% | -4.4% |
| YTD | -0.1% | +12.3% | -12.4% | -10.7% |
| 1Y | +4.0% | +14.4% | -10.3% | -8.6% |
| 3Y | +65.8% | +87.4% | -21.6% | -10.9% |
| All | +43.9% | +71.9% | -28.1% | -16.0% |
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 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