+44.6%
GFS vs SARO
-11.3%
+55.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | +3.2% | -4.0% | +7.2% | +4.4% |
| 30D | -9.6% | -16.1% | +6.6% | -5.3% |
| 3M | -38.5% | -4.5% | -34.0% | -38.1% |
| 6M | -1.3% | -17.0% | +15.8% | +2.1% |
| YTD | +31.8% | -17.5% | +49.3% | +33.6% |
| 1Y | +44.6% | -12.3% | +56.8% | +41.0% |
| All | +44.6% | -11.3% | +55.9% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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