-16.4%
GFS vs SPY
+72.6%
-89.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.7% |
| 7D | -7.8% | -2.7% | -5.1% | -3.2% |
| 30D | -19.7% | -5.4% | -14.3% | -11.2% |
| 3M | -23.1% | -4.1% | -19.0% | -16.8% |
| 6M | -46.4% | +0.7% | -47.1% | -45.9% |
| YTD | +11.0% | +8.7% | +2.4% | -0.9% |
| 1Y | +12.6% | +10.9% | +1.8% | -2.6% |
| 3Y | -24.9% | +75.0% | -99.9% | -68.7% |
| 5Y | -39.1% | +67.8% | -106.9% | -68.9% |
| All | -16.4% | +72.6% | -89.0% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling