+86.7%
SPYG vs GFI
+524.1%
-437.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.3% |
| YTD | +13.3% | +6.3% | +7.0% | +12.0% |
| 1Y | +17.9% | +22.1% | -4.2% | +15.2% |
| 3Y | +98.3% | +289.2% | -190.8% | +78.1% |
| All | +86.7% | +524.1% | -437.4% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling