+1,516.7%
GFI vs SM
+1,670.2%
-153.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.1% | -0.8% |
| 7D | +5.7% | -0.2% | +5.8% | +5.7% |
| 30D | +15.6% | +31.5% | -15.9% | +12.5% |
| 3M | +31.5% | +17.3% | +14.2% | +28.7% |
| 6M | -3.7% | +48.5% | -52.2% | -8.9% |
| YTD | +11.2% | +106.3% | -95.0% | +1.5% |
| 1Y | +36.4% | +47.3% | -10.9% | +28.5% |
| 3Y | +313.5% | -1.4% | +315.0% | +297.4% |
| 5Y | +528.0% | +114.0% | +414.0% | +437.8% |
| 10Y | +1,021.4% | +12.5% | +1,008.9% | +706.8% |
| All | +1,516.7% | +1,670.2% | -153.5% | +776.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling