+459.7%
GD vs SFM
+55.4%
+404.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.9% |
| 7D | +3.0% | -12.3% | +15.2% | +3.7% |
| 30D | +10.5% | -16.2% | +26.7% | +11.8% |
| 3M | -5.0% | -36.8% | +31.8% | -1.3% |
| 6M | +5.5% | -32.6% | +38.1% | +8.6% |
| YTD | +10.3% | -31.7% | +42.1% | +13.1% |
| 1Y | +8.2% | -35.0% | +43.2% | +11.3% |
| 3Y | +59.0% | +30.6% | +28.4% | +48.6% |
| 5Y | +104.3% | +136.0% | -31.7% | +75.9% |
| 10Y | +202.4% | +165.6% | +36.8% | +149.7% |
| All | +459.7% | +55.4% | +404.3% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling