-0.8%
GFS vs SITM
+141.4%
-142.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +4.5% | +3.7% | +0.8% | +3.1% |
| 30D | -8.2% | -14.5% | +6.3% | -3.4% |
| 3M | -38.9% | -10.6% | -28.3% | -37.3% |
| 6M | -2.9% | +65.5% | -68.4% | -20.4% |
| YTD | +31.8% | +67.0% | -35.2% | +6.5% |
| 1Y | +43.1% | +138.6% | -95.5% | -0.1% |
| 3Y | -20.6% | +421.8% | -442.5% | -63.4% |
| All | -0.8% | +141.4% | -142.2% | -47.2% |
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