-24.9%
GFS vs SPG
+124.5%
-149.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.9% |
| 7D | -7.8% | +4.9% | -12.7% | -9.7% |
| 30D | -19.7% | +15.6% | -35.3% | -24.7% |
| 3M | -23.1% | +4.1% | -27.2% | -24.5% |
| 6M | -46.4% | +13.6% | -59.9% | -50.4% |
| YTD | +11.0% | +27.5% | -16.5% | -4.3% |
| 1Y | +12.6% | +32.2% | -19.6% | -5.2% |
| 3Y | -24.9% | +126.0% | -151.0% | -56.9% |
| All | -24.9% | +124.5% | -149.5% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling