+12.6%
GFS vs SPG
+31.7%
-19.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.4% |
| 7D | -7.8% | +4.9% | -12.7% | -6.6% |
| 30D | -19.7% | +15.6% | -35.3% | -16.9% |
| 3M | -23.1% | +4.1% | -27.2% | -21.9% |
| 6M | -46.4% | +13.6% | -59.9% | -46.5% |
| YTD | +11.0% | +27.5% | -16.5% | +11.0% |
| 1Y | +12.6% | +32.2% | -19.6% | +13.5% |
| All | +12.6% | +31.7% | -19.0% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling