+22.1%
GFI vs SM
+48.5%
-26.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -4.9% | +4.6% | -9.4% | -3.9% |
| 30D | +10.7% | +18.2% | -7.5% | +15.1% |
| 3M | +25.6% | +22.5% | +3.1% | +32.6% |
| 6M | -8.3% | +50.6% | -58.8% | -1.2% |
| YTD | +6.3% | +108.1% | -101.8% | +11.2% |
| 1Y | +22.1% | +46.0% | -23.9% | +17.4% |
| All | +22.1% | +48.5% | -26.4% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling