-20.8%
GFR vs SPY
+72.2%
-93.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +41.1% | +3.3% | +37.8% | +39.7% |
| 30D | +14.0% | -2.7% | +16.7% | +15.1% |
| 3M | +8.9% | -1.7% | +10.6% | +9.5% |
| 6M | +26.7% | +3.1% | +23.6% | +25.2% |
| YTD | +62.4% | +11.9% | +50.5% | +55.4% |
| 1Y | +54.3% | +12.0% | +42.3% | +47.5% |
| 3Y | +31.5% | +78.2% | -46.7% | +11.8% |
| All | -20.8% | +72.2% | -93.0% | -33.0% |
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