-7.3%
GFS vs SPY
+78.4%
-85.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +3.2% |
| 7D | +6.2% | -0.9% | +7.1% | +8.4% |
| 30D | -11.4% | -2.4% | -9.0% | -7.1% |
| 3M | -15.5% | -1.2% | -14.3% | -13.1% |
| 6M | -42.6% | +3.3% | -45.9% | -44.6% |
| YTD | +23.2% | +12.3% | +10.9% | +4.0% |
| 1Y | +23.6% | +12.4% | +11.1% | +4.3% |
| 3Y | -17.2% | +78.8% | -96.0% | -66.7% |
| 5Y | -23.4% | +75.2% | -98.6% | -64.1% |
| All | -7.3% | +78.4% | -85.6% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling