-24.9%
GFS vs SN
+397.9%
-422.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.3% |
| 7D | -7.8% | +7.2% | -15.0% | -10.1% |
| 30D | -19.7% | +20.4% | -40.0% | -24.8% |
| 3M | -23.1% | +23.9% | -47.0% | -29.2% |
| 6M | -46.4% | +93.0% | -139.4% | -58.8% |
| YTD | +11.0% | +99.2% | -88.2% | -15.8% |
| 1Y | +12.6% | +142.6% | -130.0% | -20.1% |
| 3Y | -24.9% | +398.8% | -423.7% | -59.3% |
| All | -24.9% | +397.9% | -422.9% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling