+26.6%
GFR vs SPY
+14.6%
+12.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.7% | -9.9% | -7.5% |
| 7D | -18.4% | -0.7% | -17.7% | -18.6% |
| 30D | -5.5% | -1.0% | -4.5% | -5.8% |
| 3M | -4.7% | -0.3% | -4.4% | -4.7% |
| 6M | -12.8% | +7.3% | -20.1% | -8.6% |
| YTD | +18.9% | +13.3% | +5.6% | +30.9% |
| 1Y | +26.6% | +14.8% | +11.8% | +41.1% |
| All | +26.6% | +14.6% | +12.0% | +41.1% |
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 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