+43.1%
GFS vs SPYG
+20.0%
+23.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.5% |
| 7D | +4.5% | +0.3% | +4.2% | +3.9% |
| 30D | -8.2% | -1.7% | -6.5% | -5.6% |
| 3M | -38.9% | +3.6% | -42.5% | -41.4% |
| 6M | -2.9% | +16.6% | -19.5% | -19.3% |
| YTD | +31.8% | +13.4% | +18.4% | +12.9% |
| 1Y | +43.1% | +19.6% | +23.5% | +14.3% |
| All | +43.1% | +20.0% | +23.2% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling