+46.0%
GFI vs SNY
+2.0%
+44.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +3.1% | -1.3% | +4.4% | +3.7% |
| 30D | +27.1% | +3.4% | +23.7% | +25.7% |
| 3M | +21.2% | -0.3% | +21.5% | +20.7% |
| 6M | -4.5% | +1.0% | -5.5% | -5.1% |
| YTD | +11.7% | -3.6% | +15.4% | +13.4% |
| 1Y | +46.0% | +3.0% | +43.0% | +47.0% |
| All | +46.0% | +2.0% | +44.0% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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