+23.6%
GFS vs SM
+72.9%
-49.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.1% | +5.6% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | -11.4% | -17.3% | +6.0% | -12.2% |
| 3M | -15.5% | -3.6% | -11.9% | -15.5% |
| 6M | -42.6% | +2.9% | -45.5% | -42.0% |
| YTD | +23.2% | +70.2% | -47.0% | +13.5% |
| 1Y | +23.6% | +66.5% | -42.9% | +15.5% |
| All | +23.6% | +72.9% | -49.4% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling