+1,010.9%
GFI vs SFM
+271.4%
+739.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.4% |
| 7D | -4.9% | -10.6% | +5.8% | -3.6% |
| 30D | +10.7% | -15.5% | +26.2% | +12.9% |
| 3M | +25.6% | -17.4% | +43.1% | +28.2% |
| 6M | -8.3% | -3.4% | -4.8% | -8.7% |
| YTD | +6.3% | -8.7% | +15.0% | +6.2% |
| 1Y | +22.1% | -47.2% | +69.2% | +31.1% |
| 3Y | +289.2% | +82.7% | +206.5% | +238.3% |
| 5Y | +531.7% | +214.3% | +317.4% | +391.6% |
| All | +1,010.9% | +271.4% | +739.4% | +695.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling