-30.1%
GFS vs SPG
+84.0%
-114.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +7.4% | +2.0% | +5.4% | +6.1% |
| 30D | -15.3% | +17.2% | -32.5% | -23.6% |
| 3M | -21.1% | +6.3% | -27.4% | -24.4% |
| 6M | -44.5% | +18.7% | -63.2% | -51.3% |
| YTD | +19.2% | +30.1% | -10.9% | -2.6% |
| 1Y | +27.2% | +32.8% | -5.5% | +2.2% |
| 3Y | -20.1% | +133.6% | -153.7% | -59.7% |
| All | -30.1% | +84.0% | -114.1% | -60.5% |
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 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