-50.7%
GFS vs SM
-3.8%
-46.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.6% | -5.3% | -10.3% |
| 7D | -20.7% | -25.1% | +4.4% | -23.9% |
| 30D | -25.2% | -15.6% | -9.6% | -26.4% |
| 3M | -26.3% | +2.7% | -29.0% | -24.3% |
| 6M | -50.7% | -3.8% | -46.9% | -47.2% |
| All | -50.7% | -3.8% | -46.9% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling