-21.3%
GFS vs SPY
+72.1%
-93.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.4% | -5.5% | -2.2% |
| 7D | -20.7% | -4.7% | -16.0% | -13.5% |
| 30D | -25.2% | -5.9% | -19.3% | -16.6% |
| 3M | -26.3% | -4.5% | -21.8% | -19.6% |
| 6M | -50.7% | +1.8% | -52.5% | -51.2% |
| YTD | +4.5% | +8.3% | -3.8% | -6.2% |
| 1Y | +2.5% | +9.3% | -6.9% | -9.3% |
| 3Y | -30.9% | +74.9% | -105.8% | -71.1% |
| 5Y | -42.6% | +67.3% | -109.9% | -70.6% |
| All | -21.3% | +72.1% | -93.4% | -61.9% |
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 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