-12.0%
GFL vs SPY
+17.2%
-29.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -4.3% | -2.0% | -2.3% | -3.9% |
| 30D | +0.8% | -1.7% | +2.4% | +1.0% |
| 3M | +13.8% | +4.7% | +9.1% | +13.2% |
| 6M | -4.2% | +12.5% | -16.7% | -7.5% |
| YTD | -3.0% | +11.7% | -14.7% | -6.0% |
| 1Y | -12.0% | +17.5% | -29.5% | -14.5% |
| All | -12.0% | +17.2% | -29.3% | -14.5% |
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