-2.4%
GFS vs SM
+26.3%
-28.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -8.6% | +26.3% | -34.9% | -13.9% |
| 3M | -46.5% | +8.7% | -55.2% | -48.2% |
| 6M | -4.8% | +51.7% | -56.5% | -17.4% |
| YTD | +29.7% | +99.0% | -69.4% | +3.6% |
| 1Y | +35.8% | +34.6% | +1.2% | +20.5% |
| 3Y | -18.3% | -7.8% | -10.6% | -23.6% |
| All | -2.4% | +26.3% | -28.7% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling