+289.2%
GFI vs SPY
+77.0%
+212.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.3% |
| 30D | +10.7% | -1.1% | +11.8% | +11.6% |
| 3M | +25.6% | +3.9% | +21.8% | +22.7% |
| 6M | -8.3% | +13.6% | -21.9% | -14.3% |
| YTD | +6.3% | +12.7% | -6.4% | -0.2% |
| 1Y | +22.1% | +17.5% | +4.6% | +13.0% |
| 3Y | +289.2% | +76.9% | +212.3% | +186.7% |
| All | +289.2% | +77.0% | +212.2% | +186.7% |
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