+22.1%
GFI vs SARO
-10.7%
+32.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.1% |
| 7D | -4.9% | -3.1% | -1.7% | -3.3% |
| 30D | +10.7% | -12.2% | +23.0% | +17.9% |
| 3M | +25.6% | -7.4% | +33.0% | +28.1% |
| 6M | -8.3% | -15.3% | +7.0% | -3.6% |
| YTD | +6.3% | -16.2% | +22.5% | +10.0% |
| 1Y | +22.1% | -12.1% | +34.2% | +20.7% |
| All | +22.1% | -10.7% | +32.7% | +20.7% |
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