+331.2%
CG vs SFM
+280.6%
+50.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.4% |
| 7D | -6.4% | -7.2% | +0.7% | -5.4% |
| 30D | -7.1% | -14.3% | +7.3% | -5.1% |
| 3M | -1.6% | -13.7% | +12.1% | +0.1% |
| 6M | -8.3% | -6.0% | -2.3% | -8.4% |
| YTD | -23.8% | -8.2% | -15.6% | -23.7% |
| 1Y | -28.7% | -46.2% | +17.5% | -23.1% |
| 3Y | +49.2% | +83.6% | -34.4% | +36.6% |
| 5Y | +5.5% | +212.7% | -207.2% | -9.9% |
| 10Y | +331.2% | +273.0% | +58.2% | +248.1% |
| All | +331.2% | +280.6% | +50.6% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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