-7.3%
GFS vs SPYG
+75.2%
-82.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +3.2% |
| 7D | +6.2% | -1.5% | +7.7% | +8.9% |
| 30D | -11.4% | -7.2% | -4.2% | -1.3% |
| 3M | -15.5% | -4.6% | -10.8% | -9.1% |
| 6M | -42.6% | -1.2% | -41.4% | -40.3% |
| YTD | +23.2% | +9.3% | +13.9% | +12.2% |
| 1Y | +23.6% | +8.8% | +14.7% | +13.2% |
| 3Y | -17.2% | +93.3% | -110.5% | -65.1% |
| 5Y | -23.4% | +71.7% | -95.1% | -59.0% |
| All | -7.3% | +75.2% | -82.4% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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