+1,365.2%
GFI vs SPY
+3,074.3%
-1,709.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +5.7% | +0.5% | +5.1% | +5.5% |
| 30D | +15.6% | -0.9% | +16.5% | +16.0% |
| 3M | +31.5% | +3.9% | +27.6% | +30.0% |
| 6M | -3.7% | +14.5% | -18.2% | -7.8% |
| YTD | +11.2% | +12.9% | -1.7% | +7.1% |
| 1Y | +36.4% | +19.4% | +17.0% | +29.0% |
| 3Y | +313.5% | +78.5% | +235.1% | +237.4% |
| 5Y | +528.0% | +81.8% | +446.3% | +405.6% |
| 10Y | +1,021.4% | +311.5% | +709.9% | +566.2% |
| All | +1,365.2% | +3,074.3% | -1,709.1% | +1,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling