-30.1%
GFS vs SPY
+72.1%
-102.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | +7.4% | +2.6% | +4.8% | +2.9% |
| 30D | -15.3% | -2.0% | -13.3% | -11.7% |
| 3M | -21.1% | -2.8% | -18.3% | -16.5% |
| 6M | -44.5% | +2.1% | -46.6% | -45.3% |
| YTD | +19.2% | +11.5% | +7.7% | +2.0% |
| 1Y | +27.2% | +13.5% | +13.8% | +5.8% |
| 3Y | -20.1% | +77.7% | -97.8% | -67.4% |
| All | -30.1% | +72.1% | -102.2% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling