-43.9%
GRFS vs SPY
+82.0%
-125.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +4.3% | +2.0% | +2.3% | +2.5% |
| 6M | -8.7% | +13.0% | -21.7% | -17.4% |
| YTD | -15.5% | +13.5% | -29.0% | -23.7% |
| 1Y | -20.2% | +20.0% | -40.1% | -31.1% |
| 3Y | -14.4% | +77.2% | -91.6% | -45.6% |
| All | -43.9% | +82.0% | -125.9% | -65.8% |
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