-2.7%
GFS vs SITM
+145.1%
-147.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.5% |
| 7D | +2.6% | +8.4% | -5.7% | -0.3% |
| 30D | -16.4% | -17.4% | +1.0% | -10.9% |
| 3M | -41.6% | -9.8% | -31.8% | -40.3% |
| 6M | -3.7% | +83.0% | -86.6% | -23.7% |
| YTD | +29.3% | +69.6% | -40.3% | +4.0% |
| 1Y | +37.1% | +144.9% | -107.8% | -5.1% |
| 3Y | -22.1% | +429.9% | -452.0% | -64.3% |
| All | -2.7% | +145.1% | -147.8% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SITM 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling