+502.4%
GFI vs SM
+108.4%
+394.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 3M | +25.6% | +22.5% | +3.1% | +25.0% |
| 6M | -8.3% | +50.6% | -58.8% | -10.4% |
| YTD | +6.3% | +108.1% | -101.8% | +1.0% |
| 1Y | +22.1% | +46.0% | -23.9% | +18.7% |
| 3Y | +289.2% | +2.9% | +286.3% | +285.5% |
| All | +502.4% | +108.4% | +394.0% | +495.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling