-0.3%
SPOT vs GFS
+15.5%
-15.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.9% | +10.5% | +4.0% |
| 7D | +16.6% | -12.5% | +29.1% | +15.3% |
| 30D | +29.9% | -16.9% | +46.9% | +28.3% |
| 3M | +31.3% | -22.3% | +53.5% | +29.8% |
| 6M | +43.2% | -40.2% | +83.4% | +42.0% |
| YTD | +8.1% | +16.0% | -7.9% | +4.4% |
| 1Y | -0.3% | +17.7% | -18.0% | -2.4% |
| All | -0.3% | +15.5% | -15.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling