+222.3%
GGAL vs SPY
+67.4%
+154.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.9% |
| 7D | -8.9% | -2.7% | -6.2% | -6.0% |
| 30D | -20.5% | -5.4% | -15.1% | -15.3% |
| 3M | -36.8% | -4.1% | -32.8% | -33.8% |
| 6M | -31.0% | +0.7% | -31.7% | -31.5% |
| YTD | -43.6% | +8.7% | -52.3% | -48.5% |
| 1Y | -46.9% | +10.9% | -57.8% | -52.5% |
| 3Y | +178.7% | +75.0% | +103.7% | +61.5% |
| All | +222.3% | +67.4% | +154.9% | +92.7% |
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