+414.4%
SPYG vs GFI
+1,093.3%
-679.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.5% | +13.2% | -14.8% | -2.1% |
| 3M | +3.7% | +28.5% | -24.7% | +2.3% |
| 6M | +16.4% | -6.2% | +22.6% | +16.3% |
| YTD | +13.3% | +8.7% | +4.6% | +12.3% |
| 1Y | +17.9% | +24.8% | -7.0% | +16.0% |
| 3Y | +98.3% | +298.0% | -199.7% | +85.0% |
| 5Y | +86.4% | +546.0% | -459.6% | +69.5% |
| All | +414.4% | +1,093.3% | -679.0% | +392.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling