+139.0%
GGAL vs SPY
+692.3%
-553.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.9% |
| 7D | -8.9% | -2.7% | -6.2% | -6.3% |
| 30D | -20.5% | -5.4% | -15.1% | -15.9% |
| 3M | -36.8% | -4.1% | -32.8% | -34.2% |
| 6M | -31.0% | +0.7% | -31.7% | -31.4% |
| YTD | -43.6% | +8.7% | -52.3% | -47.9% |
| 1Y | -46.9% | +10.9% | -57.8% | -51.9% |
| 3Y | +178.7% | +75.0% | +103.7% | +62.6% |
| 5Y | +235.8% | +67.8% | +168.1% | +103.0% |
| 10Y | +35.4% | +312.9% | -277.4% | -63.5% |
| All | +139.0% | +692.3% | -553.3% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling