-2.4%
GFS vs SITM
+150.4%
-152.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | -0.7% |
| 7D | +1.0% | +9.7% | -8.7% | -2.3% |
| 30D | -8.6% | +12.7% | -21.3% | -13.5% |
| 3M | -46.5% | -13.4% | -33.1% | -44.6% |
| 6M | -4.8% | +59.6% | -64.4% | -21.3% |
| YTD | +29.7% | +73.3% | -43.6% | +3.5% |
| 1Y | +35.8% | +165.5% | -129.7% | -8.6% |
| 3Y | -18.3% | +368.7% | -387.0% | -60.9% |
| All | -2.4% | +150.4% | -152.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling