+985.5%
GFI vs SFM
+108.9%
+876.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | +4.7% | -7.2% | +11.9% | +5.6% |
| 30D | +14.4% | -14.3% | +28.7% | +16.4% |
| 3M | +32.5% | -13.7% | +46.2% | +34.4% |
| 6M | -7.2% | -6.0% | -1.1% | -7.2% |
| YTD | +10.9% | -8.2% | +19.1% | +10.7% |
| 1Y | +35.5% | -46.2% | +81.7% | +44.3% |
| 3Y | +312.1% | +83.6% | +228.6% | +263.9% |
| 5Y | +524.6% | +212.7% | +311.9% | +401.8% |
| 10Y | +1,092.7% | +273.0% | +819.7% | +794.5% |
| All | +985.5% | +108.9% | +876.6% | +688.6% |
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