+416.7%
GGAL vs SPY
+82.0%
+334.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 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% | -10.6% |
| 6M | +3.3% | +13.0% | -9.7% | -10.2% |
| YTD | -15.2% | +13.5% | -28.7% | -26.3% |
| 1Y | +15.8% | +20.0% | -4.1% | -4.9% |
| 3Y | +189.5% | +77.2% | +112.3% | +63.3% |
| All | +416.7% | +82.0% | +334.7% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling