+211.6%
GGAL vs SPY
+80.4%
+131.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | -8.2% | +0.1% | -8.2% | -8.3% |
| 3M | -8.6% | +2.0% | -10.6% | -11.2% |
| 6M | +3.3% | +13.0% | -9.7% | -13.8% |
| YTD | -15.2% | +13.5% | -28.7% | -29.3% |
| 1Y | +15.8% | +20.0% | -4.1% | -10.0% |
| All | +211.6% | +80.4% | +131.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling