+93.8%
GD vs SFM
+105.4%
-11.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.3% |
| 7D | -5.0% | -1.2% | -3.8% | -5.0% |
| 30D | +8.9% | -24.8% | +33.7% | +10.8% |
| 3M | -8.0% | -43.7% | +35.6% | -4.2% |
| 6M | +2.9% | -37.3% | +40.2% | +5.9% |
| YTD | +7.1% | -38.4% | +45.4% | +10.1% |
| 1Y | +5.9% | -36.9% | +42.8% | +8.6% |
| 3Y | +53.9% | +20.7% | +33.2% | +42.3% |
| All | +93.8% | +105.4% | -11.5% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling