-36.9%
GFR vs SPY
+74.7%
-111.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +5.3% | +0.1% | +5.2% | +5.2% |
| 3M | +3.0% | +2.0% | +1.0% | +2.2% |
| 6M | +1.8% | +13.0% | -11.2% | -2.9% |
| YTD | +29.4% | +13.5% | +15.9% | +23.2% |
| 1Y | +17.3% | +20.0% | -2.6% | +9.1% |
| 3Y | -40.7% | +77.2% | -117.8% | -49.8% |
| All | -36.9% | +74.7% | -111.6% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling