+294.2%
GFI vs SM
-0.7%
+294.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.8% |
| 7D | -5.1% | +2.1% | -7.3% | -5.0% |
| 30D | +13.4% | +18.1% | -4.7% | +14.4% |
| 3M | +36.2% | +17.0% | +19.3% | +37.8% |
| 6M | -9.8% | +55.4% | -65.2% | -9.5% |
| YTD | +7.7% | +108.6% | -100.9% | +6.0% |
| 1Y | +27.2% | +45.7% | -18.5% | +26.9% |
| All | +294.2% | -0.7% | +294.9% | +294.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling