+32.2%
GFLW vs SPY
+28.4%
+3.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.1% |
| 7D | -2.2% | -0.8% | -1.4% | -1.2% |
| 30D | -2.9% | -1.1% | -1.9% | -1.6% |
| 3M | +3.4% | +3.9% | -0.4% | -1.3% |
| 6M | +22.0% | +13.6% | +8.4% | +4.4% |
| YTD | +18.3% | +12.7% | +5.7% | +2.4% |
| 1Y | +17.0% | +17.5% | -0.5% | -3.5% |
| All | +32.2% | +28.4% | +3.8% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling