+8.4%
GFI vs SPY
+14.6%
-6.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +2.5% |
| 7D | +1.4% | -0.7% | +2.1% | +3.3% |
| 30D | +3.0% | -1.0% | +4.0% | +5.7% |
| 3M | +10.2% | -0.3% | +10.5% | +11.7% |
| 6M | -10.1% | +7.3% | -17.4% | -22.2% |
| YTD | -11.4% | +13.3% | -24.7% | -31.5% |
| 1Y | +8.4% | +14.8% | -6.4% | -18.4% |
| All | +8.4% | +14.6% | -6.2% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling