+98.3%
SPYG vs GFI
+287.6%
-189.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -0.9% | -4.9% | +4.0% | -0.5% |
| 30D | -1.5% | +10.7% | -12.2% | -2.3% |
| 3M | +3.7% | +25.6% | -21.9% | +1.8% |
| 6M | +16.4% | -8.3% | +24.7% | +16.1% |
| YTD | +13.3% | +6.3% | +7.0% | +12.1% |
| 1Y | +17.9% | +22.1% | -4.2% | +15.7% |
| 3Y | +98.3% | +289.2% | -190.8% | +85.2% |
| All | +98.3% | +287.6% | -189.3% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling