-16.4%
GFS vs SPG
+106.1%
-122.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.7% |
| 7D | -7.8% | +4.9% | -12.7% | -10.6% |
| 30D | -19.7% | +15.6% | -35.3% | -27.1% |
| 3M | -23.1% | +4.1% | -27.2% | -25.4% |
| 6M | -46.4% | +13.6% | -59.9% | -51.8% |
| YTD | +11.0% | +27.5% | -16.5% | -8.6% |
| 1Y | +12.6% | +32.2% | -19.6% | -9.8% |
| 3Y | -24.9% | +126.0% | -151.0% | -61.8% |
| 5Y | -39.1% | +74.7% | -113.8% | -62.3% |
| All | -16.4% | +106.1% | -122.6% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling