-36.1%
GFS vs SN
+681.9%
-718.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.1% |
| 7D | -3.1% | +7.6% | -10.8% | -5.1% |
| 30D | -16.0% | +24.1% | -40.1% | -21.2% |
| 3M | -24.7% | +23.7% | -48.4% | -29.5% |
| 6M | -45.1% | +105.5% | -150.7% | -56.5% |
| YTD | +16.5% | +105.1% | -88.6% | -7.6% |
| 1Y | +19.3% | +148.3% | -128.9% | -10.0% |
| 3Y | -20.0% | +438.7% | -458.6% | -46.3% |
| All | -36.1% | +681.9% | -718.1% | -57.5% |
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