+157.6%
GFL vs SPY
+171.5%
-13.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.6% |
| 7D | +3.3% | +0.5% | +2.8% | +2.9% |
| 30D | +3.8% | -0.9% | +4.7% | +4.5% |
| 3M | +22.9% | +3.9% | +19.0% | +19.3% |
| 6M | -3.8% | +14.5% | -18.3% | -13.4% |
| YTD | -0.1% | +12.9% | -13.0% | -9.2% |
| 1Y | -9.1% | +19.4% | -28.5% | -21.0% |
| 3Y | +33.2% | +78.5% | -45.2% | -16.6% |
| 5Y | +18.4% | +81.8% | -63.3% | -27.4% |
| All | +157.6% | +171.5% | -13.9% | +22.2% |
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