+96.7%
GD vs SFM
+118.6%
-21.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -2.0% |
| 7D | -3.9% | +7.5% | -11.4% | -4.4% |
| 30D | +8.1% | -20.8% | +28.9% | +9.5% |
| 3M | -6.8% | -39.4% | +32.6% | -3.4% |
| 6M | +3.0% | -34.5% | +37.5% | +5.8% |
| YTD | +7.8% | -35.2% | +43.0% | +10.5% |
| 1Y | +5.8% | -35.3% | +41.1% | +8.4% |
| 3Y | +55.3% | +23.9% | +31.4% | +43.6% |
| 5Y | +96.7% | +113.8% | -17.2% | +61.9% |
| All | +96.7% | +118.6% | -21.9% | +61.9% |
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