-7.3%
GFS vs SM
+8.0%
-15.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.1% | +4.2% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | -11.4% | -17.3% | +6.0% | -7.9% |
| 3M | -15.5% | -3.6% | -11.9% | -15.8% |
| 6M | -42.6% | +2.9% | -45.5% | -44.7% |
| YTD | +23.2% | +70.2% | -47.0% | +1.1% |
| 1Y | +23.6% | +66.5% | -42.9% | +1.7% |
| 3Y | -17.2% | -8.2% | -9.0% | -23.2% |
| 5Y | -23.4% | -1.5% | -22.0% | -33.2% |
| All | -7.3% | +8.0% | -15.3% | -22.0% |
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