-36.0%
GFR vs SPY
+71.9%
-107.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +0.8% | -2.0% | +2.8% | +1.5% |
| 30D | -6.0% | -1.7% | -4.4% | -5.5% |
| 3M | +7.9% | +4.7% | +3.2% | +6.0% |
| 6M | +1.1% | +12.5% | -11.4% | -3.5% |
| YTD | +31.3% | +11.7% | +19.6% | +25.6% |
| 1Y | +31.0% | +17.5% | +13.5% | +22.7% |
| 3Y | -42.1% | +76.6% | -118.6% | -50.8% |
| All | -36.0% | +71.9% | -107.9% | -45.8% |
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