-34.5%
GFR vs SPY
+72.9%
-107.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | +3.6% | -0.4% | +3.9% | +3.7% |
| 30D | -1.5% | -1.4% | -0.2% | -1.1% |
| 3M | +13.1% | +3.7% | +9.4% | +11.4% |
| 6M | -2.7% | +13.0% | -15.7% | -7.3% |
| YTD | +34.2% | +12.4% | +21.8% | +28.2% |
| 1Y | +32.6% | +18.5% | +14.0% | +23.7% |
| 3Y | -40.8% | +77.6% | -118.4% | -49.8% |
| All | -34.5% | +72.9% | -107.5% | -44.7% |
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