-32.0%
GFS vs SITM
+63.2%
-95.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.6% | -4.7% | +1.5% |
| 7D | -3.1% | +9.4% | -12.5% | -6.5% |
| 30D | -16.0% | -25.4% | +9.3% | -7.9% |
| 3M | -24.7% | -37.0% | +12.3% | -12.8% |
| 6M | -45.1% | -45.1% | 0.0% | -34.2% |
| YTD | +16.5% | +29.4% | -12.9% | +1.6% |
| 1Y | +19.3% | +39.8% | -20.5% | +0.8% |
| 3Y | -20.0% | +328.2% | -348.2% | -61.1% |
| 5Y | -32.0% | +87.4% | -119.4% | -61.2% |
| All | -32.0% | +63.2% | -95.3% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling