+46.0%
GFI vs SARO
-7.4%
+53.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +3.1% | -0.8% | +3.9% | +3.5% |
| 30D | +27.1% | -20.0% | +47.1% | +42.1% |
| 3M | +21.2% | -2.9% | +24.1% | +20.6% |
| 6M | -4.5% | -17.7% | +13.2% | +1.3% |
| YTD | +11.7% | -13.5% | +25.2% | +14.0% |
| 1Y | +46.0% | -9.7% | +55.8% | +43.1% |
| All | +46.0% | -7.4% | +53.4% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling