-23.4%
GFS vs SPG
+86.1%
-109.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +6.2% | +2.7% | +3.5% | +4.6% |
| 30D | -11.4% | +16.6% | -27.9% | -19.8% |
| 3M | -15.5% | +8.1% | -23.6% | -19.9% |
| 6M | -42.6% | +19.3% | -62.0% | -50.0% |
| YTD | +23.2% | +31.1% | -7.9% | +0.1% |
| 1Y | +23.6% | +32.8% | -9.2% | -0.7% |
| 3Y | -17.2% | +135.8% | -153.0% | -58.6% |
| 5Y | -23.4% | +85.1% | -108.5% | -56.7% |
| All | -23.4% | +86.1% | -109.6% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling