-16.4%
GFS vs SM
+3.7%
-20.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.0% |
| 7D | -7.8% | -25.9% | +18.1% | -1.6% |
| 30D | -19.7% | -15.1% | -4.5% | -17.0% |
| 3M | -23.1% | +4.9% | -28.0% | -25.2% |
| 6M | -46.4% | +6.1% | -52.5% | -48.8% |
| YTD | +11.0% | +63.4% | -52.4% | -8.0% |
| 1Y | +12.6% | +72.5% | -59.8% | -8.5% |
| 3Y | -24.9% | -16.9% | -8.1% | -28.7% |
| 5Y | -39.1% | -10.6% | -28.4% | -45.2% |
| All | -16.4% | +3.7% | -20.2% | -29.1% |
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