-30.1%
GFS vs SM
+5.5%
-35.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.7% |
| 3M | -21.1% | +1.6% | -22.6% | -22.3% |
| 6M | -44.5% | +6.3% | -50.8% | -46.8% |
| YTD | +19.2% | +78.8% | -59.6% | -2.9% |
| 1Y | +27.2% | +83.1% | -55.9% | +2.6% |
| 3Y | -20.1% | -5.9% | -14.2% | -26.2% |
| All | -30.1% | +5.5% | -35.6% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling