+298.0%
GFI vs SNY
-9.6%
+307.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.7% | -3.3% | +0.6% | -2.0% |
| 30D | +13.2% | -2.2% | +15.4% | +13.8% |
| 3M | +28.5% | -3.0% | +31.5% | +29.1% |
| 6M | -6.2% | +2.7% | -8.9% | -6.4% |
| YTD | +8.7% | -6.8% | +15.6% | +10.0% |
| 1Y | +24.8% | -5.3% | +30.1% | +25.9% |
| 3Y | +298.0% | -9.8% | +307.8% | +314.2% |
| All | +298.0% | -9.6% | +307.6% | +314.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling