-4.8%
GFS vs SN
+49.1%
-53.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +2.0% |
| 7D | +1.0% | -9.3% | +10.3% | +5.1% |
| 30D | -8.6% | -4.8% | -3.8% | -7.1% |
| 3M | -46.5% | +40.4% | -87.0% | -56.6% |
| 6M | -4.8% | +50.9% | -55.8% | -27.2% |
| All | -4.8% | +49.1% | -53.9% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling