+78.4%
SPYM vs GFS
0.0%
+78.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.4% |
| 7D | -0.8% | +3.8% | -4.6% | -1.5% |
| 30D | -1.1% | -11.7% | +10.6% | +1.2% |
| 3M | +3.9% | -41.8% | +45.6% | +14.2% |
| 6M | +13.6% | +6.6% | +7.0% | +8.9% |
| YTD | +12.7% | +34.6% | -21.9% | +1.8% |
| 1Y | +17.6% | +46.2% | -28.6% | +3.8% |
| 3Y | +77.2% | -20.3% | +97.6% | +72.1% |
| All | +78.4% | 0.0% | +78.4% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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