-21.3%
GFS vs SPG
+104.4%
-125.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.9% | -9.0% | -9.3% |
| 7D | -20.7% | +5.0% | -25.7% | -23.2% |
| 30D | -25.2% | +12.3% | -37.5% | -30.9% |
| 3M | -26.3% | +1.9% | -28.2% | -27.5% |
| 6M | -50.7% | +14.4% | -65.1% | -56.0% |
| YTD | +4.5% | +26.5% | -22.0% | -13.5% |
| 1Y | +2.5% | +30.7% | -28.2% | -17.4% |
| 3Y | -30.9% | +122.6% | -153.5% | -64.4% |
| 5Y | -42.6% | +73.3% | -115.9% | -64.3% |
| All | -21.3% | +104.4% | -125.8% | -57.0% |
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