+292.3%
GMF vs SPY
+657.8%
-365.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | +0.4% | -0.4% | +0.7% | +0.7% |
| 30D | +0.8% | -1.4% | +2.2% | +2.2% |
| 3M | +3.5% | +3.7% | -0.2% | -0.1% |
| 6M | +11.9% | +13.0% | -1.1% | -0.5% |
| YTD | +14.2% | +12.4% | +1.8% | +2.1% |
| 1Y | +18.6% | +18.5% | +0.1% | +0.6% |
| 3Y | +69.3% | +77.6% | -8.4% | -5.8% |
| 5Y | +36.4% | +81.7% | -45.2% | -27.6% |
| 10Y | +140.5% | +319.7% | -179.2% | -51.3% |
| All | +292.3% | +657.8% | -365.6% | -54.9% |
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 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