-44.1%
GFUZ vs SPY
+13.0%
-57.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.1% |
| 7D | +2.3% | -0.9% | +3.2% | +3.2% |
| 30D | -27.6% | -2.4% | -25.3% | -26.2% |
| 3M | -37.0% | -1.2% | -35.8% | -36.3% |
| 6M | -45.0% | +3.3% | -48.3% | -45.9% |
| YTD | -43.0% | +12.3% | -55.2% | -44.7% |
| 1Y | -44.1% | +12.4% | -56.5% | -45.8% |
| All | -44.1% | +13.0% | -57.0% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling