-20.0%
GFS vs SPYG
+92.9%
-112.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +1.2% |
| 7D | -3.1% | 0.0% | -3.1% | -2.9% |
| 30D | -16.0% | -8.4% | -7.6% | -4.9% |
| 3M | -24.7% | -6.2% | -18.5% | -17.2% |
| 6M | -45.1% | -1.8% | -43.4% | -42.5% |
| YTD | +16.5% | +8.4% | +8.1% | +7.7% |
| 1Y | +19.3% | +10.1% | +9.3% | +8.3% |
| 3Y | -20.0% | +94.9% | -114.9% | -71.8% |
| All | -20.0% | +92.9% | -112.9% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling