-19.4%
GFS vs SN
+389.7%
-409.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.9% |
| 7D | +1.0% | -9.3% | +10.3% | +4.4% |
| 30D | -8.6% | -4.8% | -3.8% | -7.2% |
| 3M | -46.5% | +40.4% | -87.0% | -53.3% |
| 6M | -4.8% | +50.9% | -55.8% | -19.3% |
| YTD | +29.7% | +54.9% | -25.3% | +8.9% |
| 1Y | +35.8% | +43.0% | -7.2% | +16.7% |
| All | -19.4% | +389.7% | -409.0% | -51.3% |
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