+17.7%
GFS vs SFM
-35.8%
+53.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.6% | -5.2% |
| 7D | -12.5% | -12.3% | -0.3% | -13.9% |
| 30D | -16.9% | -16.2% | -0.7% | -19.0% |
| 3M | -22.3% | -36.8% | +14.5% | -28.8% |
| 6M | -40.2% | -32.6% | -7.6% | -43.9% |
| YTD | +16.0% | -31.7% | +47.7% | +8.2% |
| 1Y | +17.7% | -35.0% | +52.7% | +9.4% |
| All | +17.7% | -35.8% | +53.5% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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