+448.7%
GD vs SFM
+132.6%
+316.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.1% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -6.4% | -4.4% | -2.1% | -6.1% |
| 3M | +5.7% | +1.5% | +4.2% | +5.3% |
| 6M | -0.9% | +6.5% | -7.4% | -2.1% |
| YTD | +8.2% | +2.2% | +6.0% | +7.3% |
| 1Y | +13.4% | -41.9% | +55.3% | +18.5% |
| 3Y | +68.5% | +106.8% | -38.3% | +51.2% |
| 5Y | +97.2% | +231.6% | -134.4% | +65.2% |
| 10Y | +190.2% | +258.4% | -68.2% | +133.3% |
| All | +448.7% | +132.6% | +316.1% | +361.6% |
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