-7.3%
GFS vs SITM
+93.4%
-100.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.8% | +3.3% |
| 7D | +6.2% | +17.2% | -11.0% | +0.2% |
| 30D | -11.4% | -17.1% | +5.7% | -6.2% |
| 3M | -15.5% | -29.2% | +13.7% | -6.1% |
| 6M | -42.6% | -47.6% | +4.9% | -30.3% |
| YTD | +23.2% | +33.8% | -10.6% | +6.3% |
| 1Y | +23.6% | +54.1% | -30.5% | +1.2% |
| 3Y | -17.2% | +337.6% | -354.8% | -59.8% |
| 5Y | -23.4% | +89.7% | -113.2% | -56.5% |
| All | -7.3% | +93.4% | -100.6% | -47.3% |
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