-10.3%
GFS vs SFM
+140.2%
-150.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | +7.4% | +6.0% | +1.3% | +7.1% |
| 30D | -15.3% | -19.5% | +4.2% | -14.6% |
| 3M | -21.1% | -37.0% | +15.9% | -19.4% |
| 6M | -44.5% | -41.0% | -3.5% | -43.2% |
| YTD | +19.2% | -34.6% | +53.9% | +20.3% |
| 1Y | +27.2% | -36.3% | +63.5% | +28.7% |
| 3Y | -20.1% | +24.5% | -44.7% | -29.5% |
| 5Y | -25.6% | +115.9% | -141.5% | -40.0% |
| All | -10.3% | +140.2% | -150.4% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling