+35.8%
GAP vs SFM
+296.2%
-260.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +1.0% |
| 7D | +1.7% | -5.8% | +7.5% | +2.8% |
| 30D | +9.3% | -11.4% | +20.7% | +11.7% |
| 3M | +6.1% | -12.2% | +18.3% | +8.3% |
| 6M | -2.3% | -5.2% | +2.9% | -2.2% |
| YTD | -10.6% | -4.5% | -6.1% | -11.1% |
| 1Y | -4.4% | -45.4% | +40.9% | +5.5% |
| 3Y | +118.3% | +91.1% | +27.2% | +80.6% |
| 5Y | +12.2% | +226.8% | -214.6% | -19.5% |
| All | +35.8% | +296.2% | -260.4% | -9.6% |
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