+17.6%
SPYM vs GFS
+47.5%
-29.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.6% |
| 7D | -0.8% | +3.8% | -4.6% | -1.2% |
| 30D | -1.1% | -11.7% | +10.6% | +0.1% |
| 3M | +3.9% | -41.8% | +45.6% | +9.3% |
| 6M | +13.6% | +6.6% | +7.0% | +10.7% |
| YTD | +12.7% | +34.6% | -21.9% | +6.0% |
| 1Y | +17.6% | +46.2% | -28.6% | +9.7% |
| All | +17.6% | +47.5% | -29.9% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling