+100.5%
GD vs SFM
+116.0%
-15.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.7% | +6.0% | -3.4% | +2.2% |
| 30D | +8.6% | -19.5% | +28.1% | +9.9% |
| 3M | -7.1% | -37.0% | +30.0% | -4.0% |
| 6M | +7.5% | -41.0% | +48.5% | +11.4% |
| YTD | +9.9% | -34.6% | +44.6% | +12.6% |
| 1Y | +7.6% | -36.3% | +43.8% | +10.3% |
| 3Y | +56.2% | +24.5% | +31.7% | +44.4% |
| All | +100.5% | +116.0% | -15.4% | +67.3% |
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