+25.2%
GFS vs SFM
-34.4%
+59.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.3% |
| 7D | +17.2% | -0.4% | +17.6% | +17.1% |
| 30D | -8.7% | -19.2% | +10.5% | -11.5% |
| 3M | -19.7% | -40.3% | +20.6% | -27.1% |
| 6M | -40.7% | -40.9% | +0.2% | -45.9% |
| YTD | +22.5% | -35.5% | +58.0% | +13.3% |
| 1Y | +25.2% | -37.4% | +62.7% | +16.6% |
| All | +25.2% | -34.4% | +59.7% | +16.6% |
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