-28.9%
GFS vs SN
+490.7%
-519.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | +1.0% | -9.3% | +10.3% | +3.9% |
| 30D | -8.6% | -4.8% | -3.8% | -7.4% |
| 3M | -46.5% | +40.4% | -87.0% | -52.3% |
| 6M | -4.8% | +50.9% | -55.8% | -17.2% |
| YTD | +29.7% | +54.9% | -25.3% | +12.0% |
| 1Y | +35.8% | +43.0% | -7.2% | +19.4% |
| 3Y | -18.3% | +391.8% | -410.2% | -40.5% |
| All | -28.9% | +490.7% | -519.6% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling