+152.0%
GFL vs SPY
+168.1%
-16.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -9.5% | +2.6% | -12.1% | -11.1% |
| 30D | -2.4% | -2.0% | -0.5% | -1.4% |
| 3M | +0.7% | -2.8% | +3.5% | +2.5% |
| 6M | +15.8% | +2.1% | +13.6% | +13.4% |
| YTD | -2.3% | +11.5% | -13.8% | -10.6% |
| 1Y | -3.1% | +13.5% | -16.6% | -12.6% |
| 3Y | +46.7% | +77.7% | -31.0% | -8.2% |
| 5Y | +6.2% | +72.6% | -66.4% | -32.9% |
| All | +152.0% | +168.1% | -16.1% | +20.3% |
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