-29.3%
GFS vs SN
+384.9%
-414.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -8.9% | -9.5% |
| 7D | -20.7% | +3.8% | -24.5% | -21.8% |
| 30D | -25.2% | +17.5% | -42.8% | -29.5% |
| 3M | -26.3% | +19.2% | -45.5% | -31.2% |
| 6M | -50.7% | +84.9% | -135.6% | -61.5% |
| YTD | +4.5% | +94.0% | -89.5% | -20.0% |
| 1Y | +2.5% | +151.3% | -148.9% | -28.3% |
| All | -29.3% | +384.9% | -414.3% | -61.4% |
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