+1,010.9%
GFI vs SPY
+322.5%
+688.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | -4.9% | -0.8% | -4.1% | -4.6% |
| 30D | +10.7% | -1.1% | +11.8% | +11.2% |
| 3M | +25.6% | +3.9% | +21.8% | +24.0% |
| 6M | -8.3% | +13.6% | -21.9% | -11.8% |
| YTD | +6.3% | +12.7% | -6.4% | +2.5% |
| 1Y | +22.1% | +17.5% | +4.6% | +16.4% |
| 3Y | +289.2% | +76.9% | +212.3% | +225.7% |
| 5Y | +531.7% | +83.6% | +448.1% | +415.2% |
| All | +1,010.9% | +322.5% | +688.4% | +709.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling