-32.5%
GFS vs SN
+673.1%
-705.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +6.2% | +3.5% | +2.7% | +5.3% |
| 30D | -11.4% | +19.4% | -30.8% | -15.9% |
| 3M | -15.5% | +20.9% | -36.4% | -20.4% |
| 6M | -42.6% | +111.1% | -153.8% | -54.9% |
| YTD | +23.2% | +102.8% | -79.6% | -1.9% |
| 1Y | +23.6% | +146.2% | -122.6% | -6.5% |
| 3Y | -17.2% | +441.4% | -458.6% | -44.4% |
| All | -32.5% | +673.1% | -705.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling