+553.6%
SPYG vs GFI
+2,781.1%
-2,227.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.7% |
| 7D | -1.8% | -5.1% | +3.3% | -1.5% |
| 30D | -1.9% | +13.4% | -15.4% | -2.6% |
| 3M | +5.2% | +36.2% | -31.1% | +3.3% |
| 6M | +15.6% | -9.8% | +25.4% | +15.7% |
| YTD | +12.4% | +7.7% | +4.7% | +11.3% |
| 1Y | +17.5% | +27.2% | -9.7% | +15.1% |
| 3Y | +98.1% | +300.3% | -202.2% | +81.1% |
| 5Y | +84.9% | +539.8% | -454.9% | +63.0% |
| 10Y | +417.7% | +1,058.5% | -640.8% | +329.7% |
| All | +553.6% | +2,781.1% | -2,227.5% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling