+73.2%
SPY vs GFS
-23.1%
+96.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +3.3% | +17.2% | -13.9% | +0.1% |
| 30D | -2.7% | -8.7% | +6.1% | -1.3% |
| 3M | -1.7% | -19.7% | +17.9% | +1.8% |
| 6M | +3.1% | -40.7% | +43.8% | +11.6% |
| YTD | +11.9% | +22.5% | -10.6% | +1.9% |
| 1Y | +12.0% | +25.2% | -13.2% | +1.3% |
| 3Y | +78.2% | -17.7% | +95.8% | +70.2% |
| 5Y | +73.2% | -23.5% | +96.8% | +61.6% |
| All | +73.2% | -23.1% | +96.3% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling