+1,010.9%
GFI vs SM
+23.0%
+987.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -4.9% | +4.6% | -9.4% | -4.9% |
| 30D | +10.7% | +18.2% | -7.5% | +10.6% |
| 3M | +25.6% | +22.5% | +3.1% | +25.4% |
| 6M | -8.3% | +50.6% | -58.8% | -8.9% |
| YTD | +6.3% | +108.1% | -101.8% | +4.9% |
| 1Y | +22.1% | +46.0% | -23.9% | +21.2% |
| 3Y | +289.2% | +2.9% | +286.3% | +287.6% |
| 5Y | +531.7% | +112.6% | +419.1% | +526.1% |
| All | +1,010.9% | +23.0% | +987.9% | +1,012.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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