+24.1%
GFLW vs SPY
+27.9%
-3.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +0.7% |
| 7D | -0.4% | -0.9% | +0.6% | +0.9% |
| 30D | -7.7% | -2.4% | -5.4% | -4.7% |
| 3M | -8.0% | -1.2% | -6.9% | -6.5% |
| 6M | +1.0% | +3.3% | -2.3% | -2.6% |
| YTD | +11.1% | +12.3% | -1.2% | -3.2% |
| 1Y | +9.1% | +12.4% | -3.3% | -5.0% |
| All | +24.1% | +27.9% | -3.8% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling