-12.3%
GFS vs SM
+0.9%
-13.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.5% |
| 7D | -3.1% | -22.3% | +19.1% | +2.4% |
| 30D | -16.0% | -21.4% | +5.3% | -11.7% |
| 3M | -24.7% | +1.4% | -26.1% | -26.2% |
| 6M | -45.1% | +0.1% | -45.2% | -46.9% |
| YTD | +16.5% | +59.0% | -42.5% | -3.0% |
| 1Y | +19.3% | +64.3% | -45.0% | -1.9% |
| 3Y | -20.0% | -13.1% | -6.8% | -24.8% |
| 5Y | -32.0% | -13.9% | -18.2% | -38.2% |
| All | -12.3% | +0.9% | -13.2% | -25.1% |
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