+38.0%
GGAL vs SPY
+315.0%
-277.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +0.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.7% |
| 30D | -17.4% | -3.3% | -14.1% | -14.0% |
| 3M | -34.0% | -2.4% | -31.6% | -32.1% |
| 6M | -26.2% | +2.6% | -28.8% | -28.4% |
| YTD | -41.8% | +11.2% | -53.0% | -48.7% |
| 1Y | -43.1% | +13.4% | -56.5% | -51.0% |
| 3Y | +194.4% | +79.9% | +114.5% | +48.3% |
| 5Y | +227.6% | +72.2% | +155.4% | +73.0% |
| 10Y | +38.0% | +307.3% | -269.3% | -70.4% |
| All | +38.0% | +315.0% | -277.0% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling