+83.0%
SPOT vs GFS
-3.9%
+86.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -2.9% | +2.6% | -5.5% | -3.4% |
| 30D | +8.3% | -16.4% | +24.7% | +12.3% |
| 3M | +5.1% | -41.6% | +46.7% | +17.2% |
| 6M | -6.5% | -3.7% | -2.8% | -10.4% |
| YTD | -9.0% | +29.3% | -38.3% | -21.5% |
| 1Y | -26.4% | +37.1% | -63.5% | -38.2% |
| 3Y | +240.0% | -22.1% | +262.2% | +224.4% |
| All | +83.0% | -3.9% | +86.9% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling