-12.1%
GFS vs SITM
+81.9%
-94.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +1.2% |
| 7D | -5.3% | -0.1% | -5.2% | -5.6% |
| 30D | -15.8% | -27.4% | +11.6% | -6.8% |
| 3M | -18.6% | -35.6% | +16.9% | -6.7% |
| 6M | -45.0% | -46.6% | +1.7% | -33.5% |
| YTD | +16.8% | +25.8% | -9.1% | +3.0% |
| 1Y | +17.8% | +38.2% | -20.5% | 0.0% |
| 3Y | -21.5% | +311.5% | -333.1% | -61.0% |
| 5Y | -29.3% | +94.6% | -124.0% | -59.3% |
| All | -12.1% | +81.9% | -94.0% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling