+174.0%
GD vs SFM
+138.5%
+35.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | -1.9% | -6.9% | +5.0% | -1.3% |
| 30D | +10.9% | -25.0% | +35.9% | +13.4% |
| 3M | -6.8% | -42.7% | +36.0% | -2.2% |
| 6M | +7.0% | -41.0% | +48.0% | +11.7% |
| YTD | +11.1% | -38.7% | +49.8% | +15.1% |
| 1Y | +7.0% | -38.1% | +45.2% | +10.7% |
| 3Y | +59.9% | +19.3% | +40.6% | +49.1% |
| 5Y | +102.5% | +103.1% | -0.7% | +73.4% |
| 10Y | +174.0% | +131.1% | +43.0% | +126.4% |
| All | +174.0% | +138.5% | +35.5% | +126.4% |
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