+13.2%
GFS vs SARO
-21.1%
+34.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +2.6% | +1.1% | +1.6% | +2.3% |
| 30D | -16.4% | -16.2% | -0.2% | -11.1% |
| 3M | -41.6% | -1.3% | -40.3% | -41.8% |
| 6M | -3.7% | -15.2% | +11.6% | +0.5% |
| YTD | +29.3% | -14.7% | +44.0% | +33.5% |
| 1Y | +37.1% | -9.1% | +46.2% | +37.1% |
| All | +13.2% | -21.1% | +34.3% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling