+15.4%
GFS vs SARO
-21.9%
+37.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +4.5% | +0.6% | +3.9% | +4.3% |
| 30D | -8.2% | -14.5% | +6.3% | -3.1% |
| 3M | -38.9% | -5.3% | -33.5% | -38.1% |
| 6M | -2.9% | -15.3% | +12.4% | +1.3% |
| YTD | +31.8% | -15.6% | +47.3% | +36.5% |
| 1Y | +43.1% | -9.1% | +52.2% | +43.0% |
| All | +15.4% | -21.9% | +37.3% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling