+21.7%
SPYG vs GFI
+45.3%
-23.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | +0.4% | +3.1% | -2.8% | 0.0% |
| 30D | -0.4% | +27.1% | -27.6% | -3.5% |
| 3M | +0.5% | +21.2% | -20.6% | -2.4% |
| 6M | +17.5% | -4.5% | +22.0% | +16.2% |
| YTD | +14.3% | +11.7% | +2.6% | +11.1% |
| 1Y | +21.7% | +46.0% | -24.3% | +13.2% |
| All | +21.7% | +45.3% | -23.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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