-2.4%
GFS vs SFM
+275.5%
-277.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.3% | +1.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -8.6% | -4.4% | -4.2% | -8.4% |
| 3M | -46.5% | +1.5% | -48.1% | -46.7% |
| 6M | -4.8% | +6.5% | -11.3% | -6.2% |
| YTD | +29.7% | +2.2% | +27.5% | +28.1% |
| 1Y | +35.8% | -41.9% | +77.7% | +44.9% |
| 3Y | -18.3% | +106.8% | -125.1% | -30.1% |
| All | -2.4% | +275.5% | -277.9% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling