-10.3%
GFS vs SM
+13.5%
-23.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +7.4% | +9.4% | -2.0% | +5.2% |
| 30D | -15.3% | -14.4% | -0.9% | -12.6% |
| 3M | -21.1% | +1.6% | -22.6% | -22.4% |
| 6M | -44.5% | +6.3% | -50.8% | -46.9% |
| YTD | +19.2% | +78.8% | -59.6% | -3.3% |
| 1Y | +27.2% | +83.1% | -55.9% | +2.2% |
| 3Y | -20.1% | -5.9% | -14.2% | -26.3% |
| 5Y | -25.6% | +4.8% | -30.4% | -36.2% |
| All | -10.3% | +13.5% | -23.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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