-12.1%
GFS vs SPG
+111.6%
-123.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | -0.1% |
| 7D | -5.3% | +5.6% | -10.9% | -8.5% |
| 30D | -15.8% | +17.6% | -33.4% | -24.4% |
| 3M | -18.6% | +7.5% | -26.1% | -22.7% |
| 6M | -45.0% | +18.5% | -63.5% | -51.9% |
| YTD | +16.8% | +30.9% | -14.1% | -5.4% |
| 1Y | +17.8% | +34.1% | -16.3% | -6.4% |
| 3Y | -21.5% | +135.5% | -157.1% | -61.1% |
| 5Y | -29.3% | +86.5% | -115.9% | -58.5% |
| All | -12.1% | +111.6% | -123.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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