+22.1%
GFI vs SFM
-46.0%
+68.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.2% |
| 7D | -4.9% | -10.6% | +5.8% | -5.6% |
| 30D | +10.7% | -15.5% | +26.2% | +9.4% |
| 3M | +25.6% | -17.4% | +43.1% | +23.6% |
| 6M | -8.3% | -3.4% | -4.8% | -8.1% |
| YTD | +6.3% | -8.7% | +15.0% | +6.1% |
| 1Y | +22.1% | -47.2% | +69.2% | +14.8% |
| All | +22.1% | -46.0% | +68.1% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling